+77.9%
TEM vs CASY
+91.7%
-13.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.8% | -6.4% | -5.9% |
| 7D | -5.9% | +3.6% | -9.4% | -6.8% |
| 30D | +4.8% | +9.1% | -4.2% | +1.3% |
| 3M | +31.9% | -16.5% | +48.4% | +39.7% |
| 6M | +56.0% | -19.7% | +75.7% | +68.7% |
| YTD | +21.3% | +29.3% | -8.0% | -10.8% |
| 1Y | +5.4% | +33.1% | -27.7% | -24.9% |
| All | +77.9% | +91.7% | -13.8% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling