-44.8%
TOST vs CASY
+282.7%
-327.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.0% | +5.0% | -2.0% | +1.4% |
| 30D | +10.3% | +8.2% | +2.1% | +7.4% |
| 3M | -3.3% | -18.2% | +14.9% | +2.7% |
| 6M | +37.8% | -18.6% | +56.4% | +44.8% |
| YTD | -2.8% | +26.8% | -29.6% | -18.5% |
| 1Y | -9.6% | +31.6% | -41.2% | -26.0% |
| 3Y | +144.6% | +156.5% | -11.9% | +30.1% |
| 5Y | -31.0% | +258.6% | -289.6% | -73.9% |
| All | -44.8% | +282.7% | -327.5% | -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