+42.2%
TSN vs CASY
+154.1%
-111.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | +1.1% | +3.5% | +4.6% |
| 30D | +15.4% | +8.7% | +6.7% | +15.0% |
| 3M | +2.9% | -17.3% | +20.2% | +3.7% |
| 6M | -10.8% | -19.7% | +8.9% | -9.9% |
| YTD | +4.5% | +24.8% | -20.4% | +2.5% |
| 1Y | +19.5% | +31.9% | -12.4% | +16.7% |
| 3Y | +42.2% | +155.4% | -113.2% | +33.5% |
| All | +42.2% | +154.1% | -111.9% | +33.5% |
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 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