+346.2%
TSM vs CASY
+162.5%
+183.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.0% | +4.0% |
| 7D | +4.4% | +5.8% | -1.4% | +3.8% |
| 30D | -7.0% | +10.7% | -17.7% | -8.2% |
| 3M | -1.8% | -13.9% | +12.1% | +0.1% |
| 6M | +2.7% | -18.4% | +21.1% | +6.1% |
| YTD | +37.1% | +29.6% | +7.5% | +24.8% |
| 1Y | +43.5% | +32.8% | +10.6% | +29.3% |
| All | +346.2% | +162.5% | +183.6% | +216.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling