+7.4%
TMO vs CASY
+231.3%
-223.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.2% | +14.7% | +2.4% |
| 7D | -0.5% | -16.5% | +16.1% | +1.9% |
| 30D | +1.0% | -26.4% | +27.4% | +5.2% |
| 3M | +22.7% | -17.3% | +40.0% | +24.6% |
| 6M | +19.0% | -5.2% | +24.2% | +17.0% |
| YTD | +4.7% | +14.1% | -9.3% | -1.2% |
| 1Y | +26.0% | +16.6% | +9.4% | +18.0% |
| 3Y | +18.0% | +163.7% | -145.7% | -12.3% |
| All | +7.4% | +231.3% | -223.9% | -28.4% |
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