+323.9%
TMO vs CASY
+464.4%
-140.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.5% | -17.2% | +14.8% | +1.1% |
| 30D | -0.3% | -24.4% | +24.1% | +5.2% |
| 3M | +25.3% | -31.4% | +56.7% | +34.7% |
| 6M | +20.9% | -8.9% | +29.8% | +20.5% |
| YTD | +4.3% | +13.8% | -9.5% | -1.8% |
| 1Y | +27.0% | +17.0% | +10.1% | +18.5% |
| 3Y | +17.5% | +163.1% | -145.6% | -13.7% |
| 5Y | +6.9% | +239.0% | -232.0% | -27.8% |
| All | +323.9% | +464.4% | -140.5% | +143.3% |
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