-40.9%
TSCO vs CTAS
-1.7%
-39.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | -1.8% | +2.6% | +1.5% |
| 30D | +5.5% | -0.2% | +5.7% | +5.5% |
| 3M | +20.0% | +11.7% | +8.3% | +15.0% |
| 6M | -29.8% | +0.7% | -30.5% | -31.3% |
| YTD | -28.7% | +7.4% | -36.1% | -31.5% |
| 1Y | -40.9% | -2.1% | -38.8% | -42.8% |
| All | -40.9% | -1.7% | -39.2% | -42.8% |
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