+70.2%
TEL vs CASY
+220.7%
-150.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -3.9% | -11.3% | +7.4% | -2.8% |
| 3M | -5.1% | -0.6% | -4.5% | -5.7% |
| 6M | +0.6% | +10.7% | -10.1% | -2.1% |
| YTD | -7.3% | +37.1% | -44.4% | -12.7% |
| 1Y | +1.1% | +52.3% | -51.2% | -6.6% |
| All | +70.2% | +220.7% | -150.5% | +42.2% |
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 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