+97.3%
TEM vs CASY
+92.3%
+5.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.0% |
| 7D | +5.1% | +5.8% | -0.8% | +3.2% |
| 30D | +16.8% | +10.7% | +6.1% | +12.3% |
| 3M | +42.6% | -13.9% | +56.5% | +49.0% |
| 6M | +63.9% | -18.4% | +82.3% | +75.3% |
| YTD | +34.5% | +29.6% | +4.9% | -1.1% |
| 1Y | +11.0% | +32.8% | -21.8% | -20.6% |
| All | +97.3% | +92.3% | +5.1% | -4.8% |
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