+1,709.2%
TSM vs CASY
+568.7%
+1,140.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +3.6% | -11.3% | +14.9% | +6.4% |
| 3M | -3.4% | -0.6% | -2.7% | -4.7% |
| 6M | +20.6% | +10.7% | +9.9% | +15.1% |
| YTD | +41.9% | +37.1% | +4.7% | +27.6% |
| 1Y | +84.4% | +52.3% | +32.1% | +60.2% |
| 3Y | +380.2% | +215.2% | +165.0% | +233.0% |
| 5Y | +275.3% | +276.5% | -1.2% | +143.6% |
| All | +1,709.2% | +568.7% | +1,140.4% | +894.9% |
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