-47.6%
TAP vs CASY
+565.2%
-612.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.3% |
| 7D | -8.0% | +5.8% | -13.8% | -9.4% |
| 30D | +4.1% | +10.7% | -6.6% | +1.3% |
| 3M | -4.4% | -13.9% | +9.5% | -1.2% |
| 6M | -1.9% | -18.4% | +16.5% | +2.0% |
| YTD | -12.1% | +29.6% | -41.7% | -20.5% |
| 1Y | -12.0% | +32.8% | -44.9% | -21.3% |
| 3Y | -25.0% | +162.3% | -187.3% | -47.4% |
| 5Y | -1.1% | +265.0% | -266.1% | -39.5% |
| 10Y | -47.6% | +555.4% | -603.0% | -72.1% |
| All | -47.6% | +565.2% | -612.8% | -72.1% |
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