-44.5%
TOST vs CASY
+276.8%
-321.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +9.4% | +1.1% | +8.3% | +9.0% |
| 30D | +13.5% | +8.7% | +4.8% | +10.3% |
| 3M | -0.1% | -17.3% | +17.2% | +5.6% |
| 6M | +22.5% | -19.7% | +42.2% | +29.1% |
| YTD | -2.4% | +24.8% | -27.2% | -17.7% |
| 1Y | -4.7% | +31.9% | -36.6% | -22.4% |
| 3Y | +103.2% | +155.4% | -52.2% | +7.8% |
| 5Y | -41.2% | +250.6% | -291.8% | -77.7% |
| All | -44.5% | +276.8% | -321.3% | -78.3% |
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