-42.8%
TOST vs CASY
+253.8%
-296.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +4.0% | +3.6% | +0.5% | +2.8% |
| 30D | +11.1% | +7.2% | +3.9% | +8.4% |
| 3M | +0.8% | -16.9% | +17.8% | +6.7% |
| 6M | +38.8% | -19.3% | +58.1% | +46.5% |
| YTD | -2.1% | +25.6% | -27.7% | -18.1% |
| 1Y | -6.0% | +30.2% | -36.2% | -23.3% |
| 3Y | +149.8% | +154.9% | -5.1% | +29.5% |
| 5Y | -42.8% | +252.1% | -294.9% | -78.7% |
| All | -42.8% | +253.8% | -296.5% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling