+2,247.6%
TXT vs CASY
+33,553.3%
-31,305.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.4% |
| 7D | -1.1% | +5.0% | -6.0% | -2.5% |
| 30D | +17.1% | +8.2% | +8.9% | +14.3% |
| 3M | -2.6% | -18.2% | +15.5% | +2.5% |
| 6M | -4.6% | -18.6% | +14.0% | -0.6% |
| YTD | -0.3% | +26.8% | -27.1% | -9.6% |
| 1Y | +5.9% | +31.6% | -25.7% | -5.3% |
| 3Y | +14.4% | +156.5% | -142.1% | -18.5% |
| 5Y | +15.9% | +258.6% | -242.8% | -26.5% |
| 10Y | +99.6% | +550.3% | -450.7% | +5.4% |
| All | +2,247.6% | +33,553.3% | -31,305.7% | +483.0% |
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 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