-47.6%
TAP vs CASY
+539.5%
-587.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -4.5% | +5.0% | -9.5% | -5.7% |
| 30D | +7.5% | +8.2% | -0.7% | +5.2% |
| 3M | -4.9% | -18.2% | +13.3% | -0.4% |
| 6M | -3.5% | -18.6% | +15.1% | +0.3% |
| YTD | -11.4% | +26.8% | -38.2% | -19.4% |
| 1Y | -10.8% | +31.6% | -42.4% | -20.0% |
| 3Y | -24.5% | +156.5% | -181.0% | -46.7% |
| 5Y | +2.5% | +258.6% | -256.2% | -37.1% |
| 10Y | -47.6% | +550.3% | -597.8% | -71.7% |
| All | -47.6% | +539.5% | -587.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling