-9.6%
TOST vs CASY
+31.3%
-40.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.6% |
| 7D | +3.0% | +5.0% | -2.0% | +3.5% |
| 30D | +10.3% | +8.2% | +2.1% | +11.2% |
| 3M | -3.3% | -18.2% | +14.9% | -7.4% |
| 6M | +37.8% | -18.6% | +56.4% | +32.9% |
| YTD | -2.8% | +26.8% | -29.6% | +2.3% |
| 1Y | -9.6% | +31.6% | -41.2% | -4.4% |
| All | -9.6% | +31.3% | -40.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling