+529.5%
TDG vs CASY
+464.4%
+65.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.7% | -17.2% | +14.6% | +2.2% |
| 30D | -9.3% | -24.4% | +15.1% | -2.4% |
| 3M | -7.1% | -31.4% | +24.3% | +2.4% |
| 6M | -11.2% | -8.9% | -2.3% | -11.4% |
| YTD | -15.3% | +13.8% | -29.1% | -21.7% |
| 1Y | -12.5% | +17.0% | -29.4% | -20.1% |
| 3Y | +51.2% | +163.1% | -111.9% | +1.5% |
| 5Y | +126.1% | +239.0% | -112.9% | +36.9% |
| All | +529.5% | +464.4% | +65.0% | +227.8% |
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