+78.3%
TXG vs CASY
+155.2%
-76.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.7% | +9.1% | +9.7% |
| 7D | +5.5% | +3.6% | +2.0% | +5.1% |
| 30D | -19.3% | +7.2% | -26.5% | -20.2% |
| 3M | +25.0% | -16.9% | +42.0% | +28.9% |
| 6M | +201.2% | -19.3% | +220.5% | +211.4% |
| YTD | +298.8% | +25.6% | +273.2% | +244.0% |
| 1Y | +326.6% | +30.2% | +296.4% | +260.7% |
| 3Y | +78.3% | +154.9% | -76.5% | +14.8% |
| All | +78.3% | +155.2% | -76.9% | +14.8% |
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 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