+4.3%
TAP vs CASY
+276.6%
-272.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -2.1% | -11.3% | +9.2% | -0.3% |
| 3M | +6.6% | -0.6% | +7.3% | +5.8% |
| 6M | -11.5% | +10.7% | -22.2% | -14.4% |
| YTD | -10.3% | +37.1% | -47.4% | -17.0% |
| 1Y | -14.4% | +52.3% | -66.7% | -22.8% |
| 3Y | -28.3% | +215.2% | -243.5% | -47.5% |
| All | +4.3% | +276.6% | -272.4% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling