+45,672.9%
TJX vs CASY
+36,294.0%
+9,378.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 3M | -16.5% | -0.6% | -15.8% | -17.0% |
| 6M | -17.8% | +10.7% | -28.5% | -20.5% |
| YTD | -13.2% | +37.1% | -50.3% | -20.3% |
| 1Y | -5.2% | +52.3% | -57.5% | -15.3% |
| 3Y | +48.2% | +215.2% | -166.9% | +9.5% |
| 5Y | +99.8% | +276.5% | -176.7% | +40.4% |
| 10Y | +291.1% | +508.4% | -217.2% | +143.4% |
| All | +45,672.9% | +36,294.0% | +9,378.8% | +12,055.5% |
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