-49.8%
TAP vs CASY
+553.2%
-603.0%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | +0.5% | +1.1% | -0.6% | +0.2% |
| 30D | +9.1% | +8.7% | +0.5% | +6.7% |
| 3M | -3.8% | -17.3% | +13.5% | +0.5% |
| 6M | -3.4% | -19.7% | +16.3% | +0.7% |
| YTD | -10.6% | +24.8% | -35.5% | -18.4% |
| 1Y | -4.4% | +31.9% | -36.3% | -14.4% |
| 3Y | -24.4% | +155.4% | -179.8% | -46.7% |
| 5Y | +2.1% | +250.6% | -248.5% | -37.0% |
| All | -49.8% | +553.2% | -603.0% | -73.3% |
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