+203.4%
TGT vs CASY
+464.4%
-261.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -5.0% | -17.2% | +12.2% | +0.1% |
| 30D | +3.0% | -24.4% | +27.4% | +11.4% |
| 3M | +22.6% | -31.4% | +54.0% | +36.0% |
| 6M | +31.2% | -8.9% | +40.1% | +31.8% |
| YTD | +63.7% | +13.8% | +49.9% | +52.8% |
| 1Y | +78.5% | +17.0% | +61.5% | +64.6% |
| 3Y | +40.5% | +163.1% | -122.6% | -5.8% |
| 5Y | -25.6% | +239.0% | -264.6% | -55.0% |
| All | +203.4% | +464.4% | -261.0% | +47.3% |
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