-64.4%
TXG vs CASY
+274.3%
-338.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.0% | +7.7% | +5.6% |
| 7D | +9.4% | -4.4% | +13.7% | +10.7% |
| 30D | +26.1% | -12.0% | +38.1% | +30.7% |
| 3M | +124.8% | -2.3% | +127.2% | +119.7% |
| 6M | +215.2% | +10.5% | +204.7% | +190.1% |
| YTD | +302.2% | +33.0% | +269.2% | +240.1% |
| 1Y | +370.9% | +41.1% | +329.8% | +284.2% |
| 3Y | +38.5% | +207.5% | -169.0% | -22.9% |
| 5Y | -64.4% | +290.7% | -355.1% | -83.4% |
| All | -64.4% | +274.3% | -338.7% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling