+43.1%
TSN vs CASY
+161.8%
-118.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | -1.4% | +3.6% | -5.0% | -1.6% |
| 30D | +8.5% | +9.1% | -0.6% | +8.0% |
| 3M | +5.3% | -16.5% | +21.8% | +6.0% |
| 6M | -10.5% | -19.7% | +9.2% | -9.5% |
| YTD | +3.0% | +29.3% | -26.3% | +0.8% |
| 1Y | +12.1% | +33.1% | -21.0% | +9.4% |
| 3Y | +43.1% | +158.5% | -115.4% | +33.6% |
| All | +43.1% | +161.8% | -118.7% | +33.6% |
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 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