+36.0%
TSM vs CASY
+32.1%
+3.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -2.1% |
| 7D | -10.0% | +0.8% | -10.8% | -9.9% |
| 30D | -18.5% | +9.4% | -28.0% | -18.1% |
| 3M | -4.9% | -20.6% | +15.7% | -6.0% |
| 6M | -1.0% | -20.7% | +19.8% | +0.6% |
| YTD | +31.3% | +22.5% | +8.7% | +30.7% |
| 1Y | +36.0% | +29.5% | +6.5% | +38.2% |
| All | +36.0% | +32.1% | +3.9% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling