+121.5%
TXN vs CASY
+156.4%
-34.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -3.8% | +5.0% | -8.8% | -4.3% |
| 30D | +6.4% | +8.2% | -1.8% | +5.5% |
| 3M | +7.7% | -18.2% | +25.9% | +10.5% |
| 6M | +5.5% | -18.6% | +24.1% | +8.2% |
| YTD | +77.0% | +26.8% | +50.2% | +66.1% |
| 1Y | +91.2% | +31.6% | +59.6% | +77.8% |
| 3Y | +121.5% | +156.5% | -35.0% | +78.8% |
| All | +121.5% | +156.4% | -34.9% | +78.8% |
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