+304.4%
TMUS vs CASY
+505.6%
-201.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +5.3% | -11.3% | +16.6% | +7.6% |
| 3M | +3.1% | -0.6% | +3.8% | +2.4% |
| 6M | -16.5% | +10.7% | -27.2% | -19.3% |
| YTD | -9.2% | +37.1% | -46.3% | -16.4% |
| 1Y | -26.5% | +52.3% | -78.8% | -34.1% |
| 3Y | +39.0% | +215.2% | -176.2% | +2.7% |
| 5Y | +40.4% | +276.5% | -236.1% | -2.2% |
| All | +304.4% | +505.6% | -201.2% | +143.7% |
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