-10.3%
TCOM vs CASY
+549.1%
-559.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.7% |
| 7D | -7.6% | -4.4% | -3.3% | -6.8% |
| 30D | -12.2% | -12.0% | -0.2% | -10.1% |
| 3M | -14.2% | -2.3% | -11.9% | -14.4% |
| 6M | -25.0% | +10.5% | -35.5% | -27.3% |
| YTD | -43.7% | +33.0% | -76.7% | -47.7% |
| 1Y | -44.5% | +41.1% | -85.7% | -49.2% |
| 3Y | +13.4% | +207.5% | -194.1% | -15.3% |
| 5Y | +26.5% | +290.7% | -264.3% | -13.2% |
| 10Y | -10.3% | +556.5% | -566.8% | -46.8% |
| All | -10.3% | +549.1% | -559.3% | -46.8% |
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