+12,981.4%
TDG vs CASY
+3,654.6%
+9,326.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.6% |
| 7D | -0.9% | -4.4% | +3.4% | +0.3% |
| 30D | -6.5% | -12.0% | +5.5% | -3.3% |
| 3M | -5.1% | -2.3% | -2.7% | -6.0% |
| 6M | -11.5% | +10.5% | -22.1% | -15.8% |
| YTD | -13.9% | +33.0% | -46.9% | -22.5% |
| 1Y | -11.5% | +41.1% | -52.6% | -21.9% |
| 3Y | +53.7% | +207.5% | -153.8% | +5.1% |
| 5Y | +135.5% | +290.7% | -155.2% | +48.8% |
| 10Y | +535.2% | +556.5% | -21.3% | +236.6% |
| All | +12,981.4% | +3,654.6% | +9,326.8% | +4,112.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling