+8,241.0%
TMO vs CASY
+36,294.1%
-28,053.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +6.2% | -11.3% | +17.6% | +8.7% |
| 3M | +27.5% | -0.6% | +28.1% | +26.4% |
| 6M | +20.0% | +10.7% | +9.2% | +16.0% |
| YTD | +6.1% | +37.1% | -31.0% | -2.0% |
| 1Y | +25.8% | +52.3% | -26.5% | +13.4% |
| 3Y | +11.2% | +215.2% | -204.0% | -15.3% |
| 5Y | +9.6% | +276.5% | -266.9% | -20.2% |
| 10Y | +317.8% | +508.4% | -190.6% | +167.9% |
| All | +8,241.0% | +36,294.1% | -28,053.1% | +2,522.1% |
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