+18.8%
TXG vs CASY
+371.9%
-353.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +32.0% | -11.3% | +43.4% | +36.2% |
| 3M | +87.0% | -0.6% | +87.7% | +83.4% |
| 6M | +180.1% | +10.7% | +169.3% | +163.7% |
| YTD | +284.1% | +37.1% | +247.0% | +235.6% |
| 1Y | +361.7% | +52.3% | +309.4% | +286.2% |
| 3Y | +15.9% | +215.2% | -199.3% | -24.3% |
| 5Y | -66.2% | +276.5% | -342.7% | -79.3% |
| All | +18.8% | +371.9% | -353.2% | -35.3% |
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