+361.7%
TXG vs CASY
+51.2%
+310.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | +32.0% | -11.3% | +43.4% | +29.5% |
| 3M | +87.0% | -0.6% | +87.7% | +86.0% |
| 6M | +180.1% | +10.7% | +169.3% | +173.6% |
| YTD | +284.1% | +37.1% | +247.0% | +286.5% |
| 1Y | +361.7% | +52.3% | +309.4% | +373.3% |
| All | +361.7% | +51.2% | +310.5% | +373.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling