+51.8%
TMUS vs CASY
+266.7%
-214.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +4.9% | +3.6% | +1.3% | +4.4% |
| 30D | +7.7% | +9.1% | -1.3% | +6.3% |
| 3M | -6.8% | -16.5% | +9.7% | -4.5% |
| 6M | -9.7% | -19.7% | +10.0% | -7.2% |
| YTD | -15.0% | +29.3% | -44.2% | -20.4% |
| 1Y | -19.1% | +33.1% | -52.3% | -24.8% |
| 3Y | +21.4% | +158.5% | -137.1% | -4.0% |
| All | +51.8% | +266.7% | -214.9% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling