+17.6%
TEM vs CASY
+30.1%
-12.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.7% | +10.4% | +11.1% |
| 7D | +7.6% | +3.6% | +4.0% | +8.1% |
| 30D | +19.0% | +7.2% | +11.8% | +19.7% |
| 3M | +62.2% | -16.9% | +79.2% | +59.7% |
| 6M | +69.4% | -19.3% | +88.7% | +71.5% |
| YTD | +43.0% | +25.6% | +17.4% | +28.5% |
| All | +17.6% | +30.1% | -12.5% | +6.3% |
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