+12.3%
TMO vs CASY
+266.7%
-254.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +0.8% | +3.6% | -2.8% | +0.3% |
| 30D | +4.0% | +9.1% | -5.0% | +2.8% |
| 3M | +17.6% | -16.5% | +34.1% | +20.4% |
| 6M | +57.3% | -19.7% | +77.0% | +62.0% |
| YTD | +21.2% | +29.3% | -8.1% | +12.2% |
| 1Y | +21.1% | +33.1% | -12.0% | +11.3% |
| 3Y | +58.8% | +158.5% | -99.7% | +20.5% |
| All | +12.3% | +266.7% | -254.3% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling