+107.7%
TXT vs CASY
+553.2%
-445.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -2.5% | +1.1% | -3.6% | -3.0% |
| 30D | +14.4% | +8.7% | +5.7% | +10.8% |
| 3M | -4.9% | -17.3% | +12.4% | +1.0% |
| 6M | -10.2% | -19.7% | +9.5% | -4.9% |
| YTD | -4.1% | +24.8% | -28.9% | -16.3% |
| 1Y | +4.0% | +31.9% | -27.9% | -11.6% |
| 3Y | +8.0% | +155.4% | -147.4% | -35.1% |
| 5Y | +8.4% | +250.6% | -242.1% | -46.3% |
| All | +107.7% | +553.2% | -445.4% | -16.6% |
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