-44.9%
TAP vs CASY
+555.0%
-599.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.0% |
| 7D | +1.3% | +3.6% | -2.3% | +0.3% |
| 30D | +5.7% | +9.1% | -3.3% | +3.3% |
| 3M | -1.9% | -16.5% | +14.6% | +2.2% |
| 6M | +0.9% | -19.7% | +20.6% | +5.5% |
| YTD | -9.5% | +29.3% | -38.8% | -18.2% |
| 1Y | -9.0% | +33.1% | -42.1% | -18.6% |
| 3Y | -22.2% | +158.5% | -180.8% | -45.3% |
| 5Y | +1.2% | +266.7% | -265.5% | -38.4% |
| All | -44.9% | +555.0% | -599.9% | -70.9% |
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