+71.3%
TXN vs CASY
+209.8%
-138.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | +2.2% | -4.4% | +6.6% | +2.8% |
| 30D | -9.5% | -12.0% | +2.6% | -8.0% |
| 3M | -10.5% | -2.3% | -8.2% | -11.4% |
| 6M | +35.4% | +10.5% | +24.8% | +31.4% |
| YTD | +51.8% | +33.0% | +18.7% | +42.6% |
| 1Y | +42.9% | +41.1% | +1.8% | +32.5% |
| 3Y | +71.3% | +207.5% | -136.2% | +44.0% |
| All | +71.3% | +209.8% | -138.4% | +44.0% |
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