-29.4%
TSCO vs CTAS
+25.6%
-55.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +3.1% |
| 7D | +15.7% | +7.6% | +8.1% | +12.1% |
| 30D | +16.4% | +17.2% | -0.8% | +8.7% |
| 3M | +11.2% | +12.8% | -1.5% | +5.5% |
| 6M | +14.9% | +38.0% | -23.0% | -0.9% |
| YTD | -25.4% | +22.7% | -48.1% | -32.9% |
| 1Y | -29.4% | +25.6% | -55.0% | -37.3% |
| All | -29.4% | +25.6% | -55.0% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling