-9.1%
TSN vs CASY
+549.1%
-558.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.2% |
| 7D | -5.0% | -4.4% | -0.7% | -4.3% |
| 30D | -9.1% | -12.0% | +3.0% | -7.0% |
| 3M | -7.4% | -2.3% | -5.1% | -7.8% |
| 6M | -13.4% | +10.5% | -23.9% | -16.1% |
| YTD | -8.5% | +33.0% | -41.5% | -14.8% |
| 1Y | -3.2% | +41.1% | -44.3% | -11.2% |
| 3Y | +11.5% | +207.5% | -196.0% | -16.6% |
| 5Y | -19.5% | +290.7% | -310.2% | -44.2% |
| 10Y | -9.1% | +556.5% | -565.6% | -44.5% |
| All | -9.1% | +549.1% | -558.2% | -44.5% |
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 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