-44.5%
TOST vs CASY
+290.2%
-334.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | 0.0% | +3.6% | -3.5% | -1.1% |
| 30D | +16.2% | +9.1% | +7.1% | +12.9% |
| 3M | -1.5% | -16.5% | +15.0% | +3.8% |
| 6M | +55.3% | -19.7% | +75.0% | +64.7% |
| YTD | -2.3% | +29.3% | -31.6% | -18.6% |
| 1Y | -5.5% | +33.1% | -38.7% | -22.8% |
| 3Y | +151.1% | +158.5% | -7.4% | +33.9% |
| 5Y | -27.9% | +266.7% | -294.7% | -73.0% |
| All | -44.5% | +290.2% | -334.7% | -78.5% |
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