+7.3%
TEL vs CASY
-17.3%
+24.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.5% | +1.0% |
| 7D | -0.4% | +5.8% | -6.2% | +0.2% |
| 30D | +1.0% | +10.7% | -9.7% | +2.0% |
| 3M | +0.7% | -13.9% | +14.6% | -1.0% |
| 6M | +7.3% | -18.4% | +25.7% | +7.3% |
| All | +7.3% | -17.3% | +24.6% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling