+15.6%
TMUS vs CASY
+154.1%
-138.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.6% | +1.1% | +2.5% | +3.5% |
| 30D | -3.4% | +8.7% | -12.1% | -3.9% |
| 3M | -9.5% | -17.3% | +7.9% | -8.4% |
| 6M | -15.2% | -19.7% | +4.5% | -14.4% |
| YTD | -18.9% | +24.8% | -43.8% | -21.3% |
| 1Y | -17.7% | +31.9% | -49.6% | -20.5% |
| 3Y | +15.6% | +155.4% | -139.7% | +11.6% |
| All | +15.6% | +154.1% | -138.4% | +11.6% |
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 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