+1,502.2%
TSM vs CASY
+551.3%
+950.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.9% | +3.4% |
| 7D | -2.5% | +3.6% | -6.1% | -3.3% |
| 30D | -14.3% | +7.2% | -21.5% | -15.8% |
| 3M | -7.2% | -16.9% | +9.7% | -3.9% |
| 6M | -5.1% | -19.3% | +14.2% | -2.0% |
| YTD | +28.9% | +25.6% | +3.2% | +17.6% |
| 1Y | +37.1% | +30.2% | +6.9% | +23.5% |
| 3Y | +341.5% | +154.9% | +186.6% | +223.1% |
| 5Y | +245.7% | +252.1% | -6.4% | +127.0% |
| 10Y | +1,502.2% | +535.8% | +966.4% | +798.1% |
| All | +1,502.2% | +551.3% | +950.9% | +798.1% |
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