+718.3%
TEL vs CASY
+2,900.8%
-2,182.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +5.6% | +2.5% | +3.1% | +4.7% |
| 30D | +0.9% | +10.2% | -9.3% | -2.6% |
| 3M | +2.1% | -15.7% | +17.8% | +7.2% |
| 6M | +2.7% | -18.4% | +21.1% | +7.2% |
| YTD | -3.2% | +28.3% | -31.5% | -14.5% |
| 1Y | -10.6% | +32.6% | -43.2% | -22.2% |
| 3Y | +79.8% | +159.5% | -79.7% | +18.1% |
| 5Y | +43.3% | +263.9% | -220.6% | -18.8% |
| 10Y | +287.5% | +548.5% | -261.0% | +68.1% |
| All | +718.3% | +2,900.8% | -2,182.5% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling