+895.4%
TSN vs CASY
+36,294.0%
-35,398.7%
-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% | -0.3% | -0.6% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -10.8% | -11.3% | +0.5% | -9.1% |
| 3M | -8.8% | -0.6% | -8.1% | -9.3% |
| 6M | -16.8% | +10.7% | -27.5% | -18.9% |
| YTD | -10.0% | +37.1% | -47.1% | -15.4% |
| 1Y | -5.3% | +52.3% | -57.6% | -12.7% |
| 3Y | +8.5% | +215.2% | -206.7% | -12.8% |
| 5Y | -22.9% | +276.5% | -299.4% | -40.4% |
| 10Y | -12.6% | +508.4% | -521.0% | -38.8% |
| All | +895.4% | +36,294.0% | -35,398.7% | +318.8% |
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