+5.5%
TXT vs CASY
+209.8%
-204.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | -0.2% | -4.4% | +4.1% | +0.4% |
| 30D | -11.1% | -12.0% | +1.0% | -9.5% |
| 3M | -13.0% | -2.3% | -10.6% | -13.5% |
| 6M | -16.2% | +10.5% | -26.7% | -18.8% |
| YTD | -8.7% | +33.0% | -41.7% | -14.6% |
| 1Y | -3.8% | +41.1% | -44.9% | -11.3% |
| 3Y | +5.5% | +207.5% | -202.0% | -13.0% |
| All | +5.5% | +209.8% | -204.3% | -13.0% |
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