-18.4%
TSCO vs CTAS
+64.7%
-83.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.6% |
| 30D | -4.4% | -3.1% | -1.3% | -3.2% |
| 3M | +9.7% | +10.3% | -0.6% | +5.5% |
| 6M | -32.4% | +1.6% | -34.0% | -33.2% |
| YTD | -31.7% | +6.3% | -38.0% | -33.6% |
| 1Y | -41.3% | -0.5% | -40.8% | -41.6% |
| All | -18.4% | +64.7% | -83.1% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling