-10.5%
TEM vs CASY
+32.1%
-42.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -2.6% |
| 7D | -1.3% | +0.8% | -2.1% | -1.2% |
| 30D | -9.5% | +9.4% | -18.9% | -9.1% |
| 3M | +60.7% | -20.6% | +81.3% | +57.7% |
| 6M | +35.5% | -20.7% | +56.2% | +36.5% |
| YTD | +28.0% | +22.5% | +5.5% | +12.7% |
| 1Y | -10.5% | +29.5% | -40.0% | -21.4% |
| All | -10.5% | +32.1% | -42.7% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling