+240.8%
TMUS vs CASY
+539.5%
-298.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +9.5% | +5.0% | +4.5% | +8.5% |
| 30D | +13.8% | +8.2% | +5.6% | +12.1% |
| 3M | -4.6% | -18.2% | +13.6% | -1.1% |
| 6M | -11.7% | -18.6% | +6.9% | -9.0% |
| YTD | -15.4% | +26.8% | -42.2% | -21.2% |
| 1Y | -16.1% | +31.6% | -47.7% | -22.6% |
| 3Y | +20.5% | +156.5% | -136.0% | -6.6% |
| 5Y | +48.7% | +258.6% | -209.9% | +4.3% |
| 10Y | +240.8% | +550.3% | -309.5% | +104.3% |
| All | +240.8% | +539.5% | -298.7% | +104.3% |
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