+49,750.0%
TSCO vs CASY
+15,537.0%
+34,213.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +5.5% | -11.3% | +16.8% | +8.6% |
| 3M | +20.0% | -0.6% | +20.6% | +18.9% |
| 6M | -29.8% | +10.7% | -40.5% | -32.8% |
| YTD | -28.7% | +37.1% | -65.8% | -35.5% |
| 1Y | -40.9% | +52.3% | -93.2% | -48.2% |
| 3Y | -15.9% | +215.2% | -231.1% | -40.4% |
| 5Y | -3.5% | +276.5% | -280.0% | -35.2% |
| 10Y | +142.2% | +508.4% | -366.1% | +38.6% |
| All | +49,750.0% | +15,537.0% | +34,213.1% | +15,292.2% |
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