+101.5%
TD vs CASY
+250.1%
-148.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +8.2% | +8.7% | -0.5% | +7.0% |
| 3M | +1.7% | -17.3% | +19.0% | +4.1% |
| 6M | +14.2% | -19.7% | +34.0% | +17.0% |
| YTD | +32.8% | +24.8% | +7.9% | +25.3% |
| 1Y | +55.5% | +31.9% | +23.6% | +44.9% |
| 3Y | +129.6% | +155.4% | -25.8% | +83.1% |
| All | +101.5% | +250.1% | -148.6% | +45.8% |
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 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