-12.6%
TOST vs CASY
+31.5%
-44.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.8% |
| 7D | -4.7% | +2.5% | -7.1% | -4.4% |
| 30D | +8.5% | +10.2% | -1.7% | +9.7% |
| 3M | -1.6% | -15.7% | +14.1% | -5.2% |
| 6M | +44.1% | -18.4% | +62.5% | +39.0% |
| YTD | -5.6% | +28.3% | -33.9% | -1.1% |
| 1Y | -12.6% | +32.6% | -45.1% | -7.5% |
| All | -12.6% | +31.5% | -44.0% | -7.5% |
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 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