-27.6%
TE vs CASY
+220.7%
-248.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +0.1% | -4.0% | -4.0% |
| 30D | -15.9% | -11.3% | -4.6% | -14.3% |
| 3M | -60.5% | -0.6% | -59.9% | -61.5% |
| 6M | -35.2% | +10.7% | -45.9% | -40.4% |
| YTD | -31.1% | +37.1% | -68.3% | -42.3% |
| 1Y | +148.6% | +52.3% | +96.3% | +98.3% |
| All | -27.6% | +220.7% | -248.3% | -59.5% |
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