+153.1%
TE vs CASY
+22.7%
+130.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -14.2% | +11.3% | -5.3% |
| 7D | +15.0% | -16.5% | +31.5% | +11.5% |
| 30D | -7.5% | -26.4% | +18.8% | -12.3% |
| 3M | -42.0% | -17.3% | -24.7% | -43.9% |
| 6M | -31.4% | -5.2% | -26.2% | -38.9% |
| YTD | -26.5% | +14.1% | -40.6% | -39.3% |
| 1Y | +153.1% | +16.6% | +136.5% | +116.6% |
| All | +153.1% | +22.7% | +130.3% | +116.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling