+796.8%
TAP vs CASY
+36,294.0%
-35,497.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% |
| 3M | +6.6% | -0.6% | +7.3% | +6.1% |
| 6M | -11.5% | +10.7% | -22.2% | -13.6% |
| YTD | -10.3% | +37.1% | -47.4% | -15.3% |
| 1Y | -14.4% | +52.3% | -66.7% | -20.6% |
| 3Y | -28.3% | +215.2% | -243.5% | -41.4% |
| 5Y | +1.7% | +276.5% | -274.8% | -19.6% |
| 10Y | -49.2% | +508.4% | -557.6% | -62.9% |
| All | +796.8% | +36,294.0% | -35,497.2% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling