+23.0%
TMUS vs CASY
+162.5%
-139.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.7% |
| 7D | +8.2% | +5.8% | +2.3% | +7.7% |
| 30D | +13.4% | +10.7% | +2.7% | +12.6% |
| 3M | -3.0% | -13.9% | +10.8% | -2.2% |
| 6M | -8.8% | -18.4% | +9.7% | -8.0% |
| YTD | -13.8% | +29.6% | -43.5% | -16.6% |
| 1Y | -17.1% | +32.8% | -49.9% | -19.9% |
| All | +23.0% | +162.5% | -139.5% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling