+299.2%
TD vs CASY
+539.5%
-240.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -0.7% | +5.0% | -5.7% | -1.9% |
| 30D | +7.6% | +8.2% | -0.6% | +5.4% |
| 3M | +3.0% | -18.2% | +21.2% | +7.7% |
| 6M | +16.8% | -18.6% | +35.4% | +21.1% |
| YTD | +34.3% | +26.8% | +7.6% | +22.2% |
| 1Y | +56.0% | +31.6% | +24.4% | +39.9% |
| 3Y | +132.4% | +156.5% | -24.2% | +64.5% |
| 5Y | +103.7% | +258.6% | -155.0% | +25.7% |
| 10Y | +299.2% | +550.3% | -251.1% | +108.8% |
| All | +299.2% | +539.5% | -240.3% | +108.8% |
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