-17.3%
TSCO vs CASY
+163.7%
-181.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.6% | -1.2% |
| 7D | -2.5% | -16.5% | +14.1% | +0.4% |
| 30D | -1.1% | -26.4% | +25.3% | +3.9% |
| 3M | +14.3% | -17.3% | +31.6% | +16.7% |
| 6M | -31.9% | -5.2% | -26.7% | -33.2% |
| YTD | -30.7% | +14.1% | -44.8% | -35.2% |
| 1Y | -41.1% | +16.6% | -57.7% | -45.4% |
| All | -17.3% | +163.7% | -181.0% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling