-5.2%
TJX vs CASY
+51.2%
-56.4%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -17.1% | -11.3% | -5.8% | -15.6% |
| 3M | -16.5% | -0.6% | -15.8% | -16.8% |
| 6M | -17.8% | +10.7% | -28.5% | -20.8% |
| YTD | -13.2% | +37.1% | -50.3% | -19.1% |
| 1Y | -5.2% | +52.3% | -57.5% | -12.3% |
| All | -5.2% | +51.2% | -56.4% | -12.3% |
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 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