+50,177.5%
TSCO vs CTAS
+10,450.9%
+39,726.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +2.8% | -1.0% | +3.8% | +3.1% |
| 3M | +17.9% | +15.8% | +2.1% | +12.7% |
| 6M | -28.6% | -1.0% | -27.6% | -28.6% |
| YTD | -28.0% | +7.4% | -35.5% | -29.7% |
| 1Y | -39.9% | -0.1% | -39.7% | -40.1% |
| 3Y | -14.0% | +66.3% | -80.3% | -26.7% |
| 5Y | -2.9% | +111.0% | -113.9% | -22.6% |
| 10Y | +199.5% | +662.9% | -463.4% | +62.5% |
| All | +50,177.5% | +10,450.9% | +39,726.5% | +15,683.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling