-45.9%
TCOM vs CASY
+22.7%
-68.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.2% | +11.0% | -2.4% |
| 7D | -10.2% | -16.5% | +6.4% | -9.3% |
| 30D | -16.8% | -26.4% | +9.6% | -15.7% |
| 3M | -16.7% | -17.3% | +0.6% | -16.1% |
| 6M | -27.1% | -5.2% | -21.9% | -25.3% |
| YTD | -45.5% | +14.1% | -59.6% | -44.9% |
| 1Y | -45.9% | +16.6% | -62.5% | -45.8% |
| All | -45.9% | +22.7% | -68.6% | -45.8% |
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 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