+125.1%
TDG vs CASY
+261.5%
-136.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.2% |
| 7D | +1.2% | +2.5% | -1.3% | +0.7% |
| 30D | +8.1% | +10.2% | -2.1% | +6.0% |
| 3M | -2.6% | -15.7% | +13.1% | +0.6% |
| 6M | +1.0% | -18.4% | +19.4% | +4.6% |
| YTD | -9.5% | +28.3% | -37.8% | -18.7% |
| 1Y | -8.0% | +32.6% | -40.6% | -18.2% |
| 3Y | +41.8% | +159.5% | -117.7% | -2.6% |
| 5Y | +125.1% | +263.9% | -138.8% | +27.3% |
| All | +125.1% | +261.5% | -136.4% | +27.3% |
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