-19.9%
TEM vs CASY
+42.6%
-62.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.7% |
| 7D | +3.2% | -4.4% | +7.6% | +3.0% |
| 30D | +23.5% | -12.0% | +35.6% | +22.4% |
| 3M | +32.3% | -2.3% | +34.7% | +28.2% |
| 6M | +23.0% | +10.5% | +12.5% | +14.0% |
| YTD | +8.9% | +33.0% | -24.1% | -6.0% |
| 1Y | -19.9% | +41.1% | -61.0% | -34.1% |
| All | -19.9% | +42.6% | -62.5% | -34.1% |
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