+294.4%
TD vs CASY
+555.0%
-260.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.1% | +3.6% | -2.4% | +0.2% |
| 30D | +5.2% | +9.1% | -3.8% | +2.9% |
| 3M | +1.2% | -16.5% | +17.7% | +5.3% |
| 6M | +17.7% | -19.7% | +37.5% | +22.7% |
| YTD | +34.2% | +29.3% | +5.0% | +21.5% |
| 1Y | +55.4% | +33.1% | +22.3% | +39.1% |
| 3Y | +130.4% | +158.5% | -28.1% | +63.0% |
| 5Y | +101.8% | +266.7% | -164.9% | +23.8% |
| All | +294.4% | +555.0% | -260.6% | +106.5% |
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