-43.4%
TOST vs CASY
+269.8%
-313.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.4% | +4.1% | +5.0% |
| 7D | +10.7% | +0.8% | +9.9% | +10.4% |
| 30D | +17.7% | +9.4% | +8.3% | +14.2% |
| 3M | +4.6% | -20.6% | +25.2% | +12.2% |
| 6M | +20.3% | -20.7% | +41.0% | +27.2% |
| YTD | -0.4% | +22.5% | -22.9% | -15.5% |
| 1Y | -0.8% | +29.5% | -30.2% | -18.6% |
| 3Y | +102.2% | +150.0% | -47.7% | +8.1% |
| 5Y | -41.3% | +248.6% | -289.9% | -77.4% |
| All | -43.4% | +269.8% | -313.2% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling