+6.9%
TCOM vs CASY
+550.0%
-543.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -1.4% | +2.5% | -3.8% | -1.8% |
| 30D | +11.5% | +10.2% | +1.3% | +9.4% |
| 3M | -5.2% | -15.7% | +10.5% | -2.4% |
| 6M | -16.9% | -18.4% | +1.5% | -14.4% |
| YTD | -39.9% | +28.3% | -68.2% | -43.9% |
| 1Y | -42.1% | +32.6% | -74.6% | -46.4% |
| 3Y | +28.0% | +159.5% | -131.5% | -0.4% |
| 5Y | +40.4% | +263.9% | -223.5% | -2.1% |
| All | +6.9% | +550.0% | -543.1% | -35.1% |
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