+25.8%
TMO vs CASY
+51.2%
-25.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -1.4% | +0.1% | -1.4% | -1.3% |
| 30D | +6.2% | -11.3% | +17.6% | +5.4% |
| 3M | +27.5% | -0.6% | +28.1% | +27.5% |
| 6M | +20.0% | +10.7% | +9.2% | +18.5% |
| YTD | +6.1% | +37.1% | -31.0% | +4.6% |
| 1Y | +25.8% | +52.3% | -26.5% | +25.9% |
| All | +25.8% | +51.2% | -25.4% | +25.9% |
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