+125.6%
TD vs CASY
+276.6%
-151.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.4% | -11.3% | +11.7% | +2.0% |
| 3M | +7.6% | -0.6% | +8.3% | +6.8% |
| 6M | +25.0% | +10.7% | +14.3% | +21.3% |
| YTD | +31.0% | +37.1% | -6.1% | +22.3% |
| 1Y | +65.2% | +52.3% | +12.9% | +50.7% |
| 3Y | +122.5% | +215.2% | -92.7% | +70.7% |
| All | +125.6% | +276.6% | -151.1% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling