+208.3%
TGT vs CASY
+550.6%
-342.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | +5.5% | +5.0% | +0.5% | +4.0% |
| 30D | +6.0% | +8.2% | -2.1% | +3.5% |
| 3M | +8.0% | -18.2% | +26.2% | +13.9% |
| 6M | +32.3% | -18.6% | +50.9% | +38.3% |
| YTD | +71.3% | +26.8% | +44.5% | +54.6% |
| 1Y | +86.8% | +31.6% | +55.2% | +66.3% |
| 3Y | +67.9% | +156.5% | -88.7% | +15.0% |
| 5Y | -25.1% | +258.6% | -283.7% | -55.4% |
| All | +208.3% | +550.6% | -342.3% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling