+5.4%
TEM vs CASY
+32.9%
-27.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.4% | -5.6% |
| 7D | -5.9% | +3.6% | -9.4% | -5.4% |
| 30D | +4.8% | +9.1% | -4.2% | +5.7% |
| 3M | +31.9% | -16.5% | +48.4% | +30.2% |
| 6M | +56.0% | -19.7% | +75.7% | +61.0% |
| YTD | +21.3% | +29.3% | -8.0% | +9.4% |
| 1Y | +5.4% | +33.1% | -27.7% | -5.0% |
| All | +5.4% | +32.9% | -27.5% | -5.0% |
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