+27.6%
TXG vs CASY
+292.6%
-265.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -14.2% | +16.8% | +6.2% |
| 7D | +9.1% | -16.5% | +25.7% | +13.7% |
| 30D | +14.9% | -26.4% | +41.3% | +23.6% |
| 3M | +120.0% | -17.3% | +137.3% | +124.8% |
| 6M | +221.8% | -5.2% | +227.0% | +212.9% |
| YTD | +312.6% | +14.1% | +298.5% | +275.9% |
| 1Y | +398.4% | +16.6% | +381.8% | +348.4% |
| 3Y | +42.1% | +163.7% | -121.6% | -3.3% |
| 5Y | -63.5% | +231.3% | -294.8% | -77.0% |
| All | +27.6% | +292.6% | -265.1% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling