+1,877.1%
TCOM vs CASY
+5,391.8%
-3,514.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | -10.7% | -11.3% | +0.6% | -7.9% |
| 3M | -14.6% | -0.6% | -14.0% | -15.3% |
| 6M | -19.3% | +10.7% | -30.0% | -22.6% |
| YTD | -42.9% | +37.1% | -80.1% | -48.6% |
| 1Y | -43.8% | +52.3% | -96.1% | -51.0% |
| 3Y | +2.1% | +215.2% | -213.1% | -29.8% |
| 5Y | +31.2% | +276.5% | -245.3% | -16.2% |
| 10Y | -13.9% | +508.4% | -522.3% | -54.6% |
| All | +1,877.1% | +5,391.8% | -3,514.7% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling