+415.7%
TXN vs CASY
+468.0%
-52.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.2% | +15.3% | +5.0% |
| 7D | +2.7% | -16.5% | +19.2% | +7.5% |
| 30D | -6.7% | -26.4% | +19.7% | +1.0% |
| 3M | -8.9% | -17.3% | +8.4% | -6.1% |
| 6M | +34.7% | -5.2% | +39.9% | +33.1% |
| YTD | +53.3% | +14.1% | +39.2% | +42.6% |
| 1Y | +45.0% | +16.6% | +28.4% | +33.4% |
| 3Y | +73.1% | +163.7% | -90.6% | +17.2% |
| 5Y | +59.9% | +231.3% | -171.4% | -1.9% |
| 10Y | +415.7% | +462.9% | -47.2% | +158.3% |
| All | +415.7% | +468.0% | -52.3% | +158.3% |
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 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