+196.8%
TSCO vs CASY
+555.0%
-358.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +0.3% | +3.6% | -3.3% | -0.7% |
| 30D | +11.3% | +9.1% | +2.3% | +8.6% |
| 3M | +1.5% | -16.5% | +18.0% | +6.2% |
| 6M | +24.0% | -19.7% | +43.7% | +30.0% |
| YTD | -25.7% | +29.3% | -54.9% | -33.3% |
| 1Y | -33.6% | +33.1% | -66.7% | -41.1% |
| 3Y | -1.5% | +158.5% | -160.0% | -31.0% |
| 5Y | -9.6% | +266.7% | -276.3% | -44.5% |
| All | +196.8% | +555.0% | -358.2% | +44.9% |
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