+295.3%
TEL vs CASY
+465.7%
-170.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | +3.8% |
| 7D | +1.2% | -16.5% | +17.8% | +6.0% |
| 30D | -4.1% | -26.4% | +22.3% | +4.0% |
| 3M | -2.6% | -17.3% | +14.7% | +0.7% |
| 6M | 0.0% | -5.2% | +5.2% | -1.4% |
| YTD | -9.1% | +14.1% | -23.1% | -15.6% |
| 1Y | -0.8% | +16.6% | -17.4% | -9.0% |
| 3Y | +67.4% | +163.7% | -96.3% | +11.8% |
| 5Y | +51.8% | +231.3% | -179.6% | -8.4% |
| All | +295.3% | +465.7% | -170.4% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling