+272.0%
TMUS vs CASY
+3,050.4%
-2,778.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.3% |
| 7D | +9.0% | +1.8% | +7.2% | +8.5% |
| 30D | -3.2% | +11.2% | -14.4% | -6.2% |
| 3M | -6.9% | -19.1% | +12.2% | -1.7% |
| 6M | -16.4% | -19.9% | +3.5% | -12.4% |
| YTD | -19.6% | +25.2% | -44.8% | -26.9% |
| 1Y | -19.9% | +31.6% | -51.5% | -28.4% |
| 3Y | +14.5% | +155.4% | -140.9% | -19.1% |
| 5Y | +37.7% | +251.5% | -213.8% | -13.8% |
| 10Y | +242.2% | +558.6% | -316.4% | +63.0% |
| All | +272.0% | +3,050.4% | -2,778.4% | -4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling