-39.0%
TCOM vs CASY
+32.1%
-71.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.7% | +3.1% |
| 7D | +10.7% | +0.8% | +9.9% | +10.6% |
| 30D | +10.1% | +9.4% | +0.6% | +9.5% |
| 3M | -8.9% | -20.6% | +11.7% | -8.2% |
| 6M | -19.2% | -20.7% | +1.6% | -19.2% |
| YTD | -40.6% | +22.5% | -63.1% | -38.8% |
| 1Y | -39.0% | +29.5% | -68.5% | -37.4% |
| All | -39.0% | +32.1% | -71.2% | -37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling