+84.6%
TGT vs CASY
+51.2%
+33.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +12.2% | -11.3% | +23.5% | +13.3% |
| 3M | +33.8% | -0.6% | +34.4% | +32.7% |
| 6M | +39.3% | +10.7% | +28.6% | +33.3% |
| YTD | +72.9% | +37.1% | +35.7% | +58.2% |
| 1Y | +84.6% | +52.3% | +32.3% | +65.7% |
| All | +84.6% | +51.2% | +33.3% | +65.7% |
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