+74.1%
CTAS vs TXT
+11.8%
+62.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.3% |
| 7D | -0.7% | -3.5% | +2.8% | +0.3% |
| 30D | +10.3% | +15.2% | -4.9% | +5.7% |
| 3M | +10.2% | -4.5% | +14.7% | +11.4% |
| 6M | +34.4% | -6.1% | +40.5% | +35.9% |
| YTD | +19.6% | -2.0% | +21.5% | +18.7% |
| 1Y | +21.8% | +4.2% | +17.6% | +18.4% |
| 3Y | +74.1% | +14.4% | +59.7% | +58.3% |
| All | +74.1% | +11.8% | +62.3% | +58.3% |
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