+23,259.7%
CTAS vs TXT
+2,070.1%
+21,189.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.8% | -4.8% | +3.0% | -0.3% |
| 30D | -0.2% | -10.6% | +10.4% | +3.3% |
| 3M | +11.7% | -13.2% | +24.9% | +16.3% |
| 6M | +0.7% | -20.3% | +21.1% | +7.5% |
| YTD | +7.4% | -9.3% | +16.7% | +9.8% |
| 1Y | -2.1% | -2.7% | +0.6% | -2.3% |
| 3Y | +62.9% | +1.4% | +61.6% | +58.3% |
| 5Y | +111.9% | +9.6% | +102.3% | +98.5% |
| 10Y | +652.2% | +94.9% | +557.3% | +460.8% |
| All | +23,259.7% | +2,070.1% | +21,189.7% | +9,137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling