+2,037.5%
TXT vs CASY
+36,294.0%
-34,256.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | -10.6% | -11.3% | +0.7% | -7.5% |
| 3M | -13.2% | -0.6% | -12.5% | -14.3% |
| 6M | -20.3% | +10.7% | -31.1% | -24.1% |
| YTD | -9.3% | +37.1% | -46.4% | -19.1% |
| 1Y | -2.7% | +52.3% | -55.0% | -16.3% |
| 3Y | +1.4% | +215.2% | -213.8% | -31.9% |
| 5Y | +9.6% | +276.5% | -266.9% | -31.1% |
| 10Y | +94.9% | +508.4% | -413.5% | +5.2% |
| All | +2,037.5% | +36,294.0% | -34,256.5% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling