+181.2%
TSCO vs CASY
+453.5%
-272.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -5.7% | -18.6% | +12.9% | -0.4% |
| 30D | -8.8% | -26.6% | +17.9% | -0.9% |
| 3M | +6.3% | -32.8% | +39.1% | +17.9% |
| 6M | -32.3% | -10.0% | -22.2% | -32.0% |
| YTD | -32.7% | +11.6% | -44.3% | -37.0% |
| 1Y | -43.7% | +11.5% | -55.2% | -47.4% |
| 3Y | -19.7% | +160.7% | -180.3% | -44.3% |
| 5Y | -11.6% | +232.4% | -244.0% | -44.1% |
| All | +181.2% | +453.5% | -272.2% | +42.4% |
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 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