+2,022.1%
TCOM vs CASY
+4,932.0%
-2,909.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +7.4% | +3.6% | +3.9% | +6.4% |
| 30D | +13.2% | +7.2% | +6.0% | +11.0% |
| 3M | -4.6% | -16.9% | +12.4% | -0.2% |
| 6M | -16.4% | -19.3% | +2.9% | -12.7% |
| YTD | -38.8% | +25.6% | -64.4% | -43.8% |
| 1Y | -37.3% | +30.2% | -67.5% | -43.2% |
| 3Y | +31.4% | +154.9% | -123.4% | -4.2% |
| 5Y | +45.5% | +252.1% | -206.6% | -5.7% |
| 10Y | +4.6% | +535.8% | -531.2% | -45.9% |
| All | +2,022.1% | +4,932.0% | -2,909.9% | +397.0% |
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