+1,055.3%
TSN vs CASY
+33,031.0%
-31,975.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +4.6% | +1.1% | +3.5% | +4.4% |
| 30D | +15.4% | +8.7% | +6.7% | +13.8% |
| 3M | +2.9% | -17.3% | +20.2% | +5.8% |
| 6M | -10.8% | -19.7% | +8.9% | -8.4% |
| YTD | +4.5% | +24.8% | -20.4% | -0.5% |
| 1Y | +19.5% | +31.9% | -12.4% | +12.6% |
| 3Y | +42.2% | +155.4% | -113.2% | +18.2% |
| 5Y | -14.2% | +250.6% | -264.8% | -33.1% |
| 10Y | +15.4% | +556.8% | -541.5% | -20.3% |
| All | +1,055.3% | +33,031.0% | -31,975.8% | +392.1% |
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