-10.3%
TSCO vs CTAS
+107.0%
-117.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -3.1% | -1.3% | -1.8% | -2.5% |
| 30D | -4.4% | -3.1% | -1.3% | -2.9% |
| 3M | +9.7% | +10.3% | -0.6% | +4.0% |
| 6M | -32.4% | +1.6% | -34.0% | -33.3% |
| YTD | -31.7% | +6.3% | -38.0% | -34.2% |
| 1Y | -41.3% | -0.5% | -40.8% | -41.6% |
| 3Y | -18.3% | +64.6% | -82.9% | -42.3% |
| 5Y | -10.3% | +106.0% | -116.3% | -46.6% |
| All | -10.3% | +107.0% | -117.3% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling