+1,410.4%
TSM vs CASY
+553.2%
+857.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.3% | +6.6% | +6.4% |
| 7D | -7.6% | +1.1% | -8.7% | -7.8% |
| 30D | -20.5% | +8.7% | -29.2% | -22.2% |
| 3M | -10.0% | -17.3% | +7.3% | -6.6% |
| 6M | -10.1% | -19.7% | +9.7% | -7.0% |
| YTD | +24.5% | +24.8% | -0.3% | +13.8% |
| 1Y | +31.2% | +31.9% | -0.7% | +17.6% |
| 3Y | +322.0% | +155.4% | +166.6% | +208.6% |
| 5Y | +245.3% | +250.6% | -5.3% | +126.9% |
| All | +1,410.4% | +553.2% | +857.2% | +748.0% |
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