+10.6%
TE vs CASY
+155.2%
-144.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.0% |
| 7D | -10.5% | +3.6% | -14.1% | -10.9% |
| 30D | -32.4% | +7.2% | -39.6% | -33.2% |
| 3M | -60.9% | -16.9% | -43.9% | -59.9% |
| 6M | -62.8% | -19.3% | -43.5% | -61.7% |
| YTD | -65.7% | +25.6% | -91.4% | -71.0% |
| 1Y | -39.9% | +30.2% | -70.0% | -49.9% |
| 3Y | +10.6% | +154.9% | -144.2% | -38.1% |
| All | +10.6% | +155.2% | -144.6% | -38.1% |
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