+1,641.8%
TSM vs CASY
+565.2%
+1,076.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.0% | +3.8% |
| 7D | +4.4% | +5.8% | -1.4% | +3.1% |
| 30D | -7.0% | +10.7% | -17.7% | -9.3% |
| 3M | -1.8% | -13.9% | +12.1% | +1.0% |
| 6M | +2.7% | -18.4% | +21.1% | +6.0% |
| YTD | +37.1% | +29.6% | +7.5% | +24.3% |
| 1Y | +43.5% | +32.8% | +10.6% | +28.8% |
| 3Y | +341.5% | +162.3% | +179.3% | +221.6% |
| 5Y | +278.9% | +265.0% | +13.8% | +147.1% |
| 10Y | +1,641.8% | +555.4% | +1,086.4% | +881.3% |
| All | +1,641.8% | +565.2% | +1,076.6% | +881.3% |
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