+43.3%
TCOM vs CASY
+250.1%
-206.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +12.1% | +1.1% | +11.0% | +11.9% |
| 30D | +16.5% | +8.7% | +7.8% | +15.4% |
| 3M | -4.0% | -17.3% | +13.3% | -2.3% |
| 6M | -18.5% | -19.7% | +1.2% | -16.9% |
| YTD | -38.3% | +24.8% | -63.1% | -40.5% |
| 1Y | -36.6% | +31.9% | -68.5% | -39.4% |
| 3Y | +31.1% | +155.4% | -124.3% | +12.7% |
| All | +43.3% | +250.1% | -206.9% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling