+43.4%
TDG vs CASY
+161.8%
-118.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | +1.7% | +3.6% | -1.9% | +1.3% |
| 30D | +9.7% | +9.1% | +0.6% | +8.7% |
| 3M | -2.3% | -16.5% | +14.2% | -0.6% |
| 6M | +1.3% | -19.7% | +21.0% | +4.2% |
| YTD | -8.5% | +29.3% | -37.7% | -15.2% |
| 1Y | -8.1% | +33.1% | -41.3% | -15.5% |
| 3Y | +43.4% | +158.5% | -115.1% | +14.7% |
| All | +43.4% | +161.8% | -118.4% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling