+19.2%
TXG vs CASY
+336.4%
-317.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | -3.7% | +5.0% | -8.6% | -4.8% |
| 30D | -22.0% | +8.2% | -30.2% | -23.7% |
| 3M | +7.4% | -18.2% | +25.6% | +12.1% |
| 6M | +191.2% | -18.6% | +209.8% | +200.1% |
| YTD | +285.7% | +26.8% | +258.9% | +240.8% |
| 1Y | +268.3% | +31.6% | +236.7% | +220.1% |
| 3Y | +77.3% | +156.5% | -79.2% | +22.1% |
| 5Y | -62.3% | +258.6% | -321.0% | -76.8% |
| All | +19.2% | +336.4% | -317.2% | -34.3% |
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 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