+73.6%
CTAS vs TXT
+10.4%
+63.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +2.0% | +0.1% | +1.8% | +1.9% |
| 30D | +8.7% | +13.3% | -4.7% | +4.7% |
| 3M | +13.3% | -5.0% | +18.2% | +14.7% |
| 6M | +39.4% | -8.4% | +47.8% | +42.0% |
| YTD | +21.5% | -4.0% | +25.5% | +21.3% |
| 1Y | +21.9% | +2.8% | +19.1% | +18.9% |
| 3Y | +73.6% | +10.3% | +63.4% | +60.0% |
| All | +73.6% | +10.4% | +63.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling