+12,919.2%
TSM vs CASY
+7,187.2%
+5,732.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | +14.8% | +2.5% | +12.4% | +14.0% |
| 30D | -8.9% | +10.2% | -19.1% | -12.0% |
| 3M | -5.3% | -15.7% | +10.4% | -1.0% |
| 6M | +2.6% | -18.4% | +21.0% | +6.4% |
| YTD | +34.5% | +28.3% | +6.2% | +19.6% |
| 1Y | +41.0% | +32.6% | +8.5% | +23.6% |
| 3Y | +333.1% | +159.5% | +173.6% | +196.3% |
| 5Y | +270.1% | +263.9% | +6.2% | +121.5% |
| 10Y | +1,608.7% | +548.5% | +1,060.2% | +693.3% |
| All | +12,919.2% | +7,187.2% | +5,732.0% | +1,662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling