-2.1%
TAP vs CASY
+266.7%
-268.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.5% | +3.1% |
| 7D | +1.3% | +3.6% | -2.3% | +0.7% |
| 30D | +5.7% | +9.1% | -3.3% | +4.3% |
| 3M | -1.9% | -16.5% | +14.6% | +0.6% |
| 6M | +0.9% | -19.7% | +20.6% | +3.9% |
| YTD | -9.5% | +29.3% | -38.8% | -15.6% |
| 1Y | -9.0% | +33.1% | -42.1% | -15.7% |
| 3Y | -22.2% | +158.5% | -180.8% | -39.6% |
| All | -2.1% | +266.7% | -268.7% | -33.7% |
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