+244.6%
TMUS vs CASY
+565.2%
-320.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.4% |
| 7D | +8.2% | +5.8% | +2.3% | +7.0% |
| 30D | +13.4% | +10.7% | +2.7% | +11.1% |
| 3M | -3.0% | -13.9% | +10.8% | -0.5% |
| 6M | -8.8% | -18.4% | +9.7% | -6.0% |
| YTD | -13.8% | +29.6% | -43.5% | -20.1% |
| 1Y | -17.1% | +32.8% | -49.9% | -23.6% |
| 3Y | +22.7% | +162.3% | -139.6% | -5.3% |
| 5Y | +52.8% | +265.0% | -212.2% | +6.8% |
| 10Y | +244.6% | +555.4% | -310.7% | +106.4% |
| All | +244.6% | +565.2% | -320.5% | +106.4% |
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 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