+114.0%
CTAS vs TXT
+13.0%
+101.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.4% |
| 7D | -0.7% | -3.5% | +2.8% | +0.6% |
| 30D | +10.3% | +15.2% | -4.9% | +4.5% |
| 3M | +10.2% | -4.5% | +14.7% | +11.7% |
| 6M | +34.4% | -6.1% | +40.5% | +36.3% |
| YTD | +19.6% | -2.0% | +21.5% | +18.5% |
| 1Y | +21.8% | +4.2% | +17.6% | +17.7% |
| 3Y | +74.1% | +14.4% | +59.7% | +56.5% |
| 5Y | +114.0% | +12.3% | +101.7% | +90.9% |
| All | +114.0% | +13.0% | +101.1% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling