+79.6%
TSM vs CASY
+42.6%
+36.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.3% | +2.2% |
| 7D | +6.0% | -4.4% | +10.4% | +5.7% |
| 30D | +4.5% | -12.0% | +16.6% | +3.8% |
| 3M | +3.1% | -2.3% | +5.4% | +2.5% |
| 6M | +30.2% | +10.5% | +19.7% | +26.2% |
| YTD | +45.2% | +33.0% | +12.2% | +44.0% |
| 1Y | +79.6% | +41.1% | +38.4% | +84.2% |
| All | +79.6% | +42.6% | +36.9% | +84.2% |
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