+238.4%
TMUS vs CASY
+553.2%
-314.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.6% | +1.1% | +2.5% | +3.3% |
| 30D | -3.4% | +8.7% | -12.1% | -4.9% |
| 3M | -9.5% | -17.3% | +7.9% | -6.4% |
| 6M | -15.2% | -19.7% | +4.5% | -12.4% |
| YTD | -18.9% | +24.8% | -43.8% | -24.3% |
| 1Y | -17.7% | +31.9% | -49.6% | -24.2% |
| 3Y | +15.6% | +155.4% | -139.7% | -10.4% |
| 5Y | +38.9% | +250.6% | -211.7% | -2.2% |
| All | +238.4% | +553.2% | -314.8% | +102.6% |
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