+12,629.9%
TSM vs CASY
+7,103.2%
+5,526.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | -2.1% | +5.0% | -7.0% | -3.7% |
| 30D | -12.5% | +8.2% | -20.7% | -15.0% |
| 3M | -5.0% | -18.2% | +13.2% | +0.2% |
| 6M | -3.2% | -18.6% | +15.4% | +0.4% |
| YTD | +31.5% | +26.8% | +4.7% | +17.4% |
| 1Y | +35.7% | +31.6% | +4.1% | +19.2% |
| 3Y | +323.5% | +156.5% | +167.0% | +190.7% |
| 5Y | +263.4% | +258.6% | +4.7% | +118.5% |
| 10Y | +1,598.5% | +550.3% | +1,048.2% | +687.3% |
| All | +12,629.9% | +7,103.2% | +5,526.8% | +1,629.5% |
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