-49.5%
TAP vs CASY
+551.3%
-600.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.4% |
| 7D | -7.8% | +3.6% | -11.4% | -8.7% |
| 30D | +7.1% | +7.2% | -0.1% | +5.1% |
| 3M | -7.0% | -16.9% | +9.9% | -3.1% |
| 6M | -3.8% | -19.3% | +15.5% | +0.3% |
| YTD | -11.7% | +25.6% | -37.3% | -19.5% |
| 1Y | -10.1% | +30.2% | -40.3% | -19.2% |
| 3Y | -23.7% | +154.9% | -178.6% | -46.1% |
| 5Y | +2.9% | +252.1% | -249.2% | -36.5% |
| 10Y | -49.5% | +535.8% | -585.3% | -73.0% |
| All | -49.5% | +551.3% | -600.8% | -73.0% |
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