+59.7%
TEM vs CASY
+97.3%
-37.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.6% |
| 7D | +3.2% | -4.4% | +7.6% | +5.0% |
| 30D | +23.5% | -12.0% | +35.6% | +28.9% |
| 3M | +32.3% | -2.3% | +34.7% | +26.7% |
| 6M | +23.0% | +10.5% | +12.5% | +5.7% |
| YTD | +8.9% | +33.0% | -24.1% | -20.2% |
| 1Y | -19.9% | +41.1% | -61.0% | -44.9% |
| All | +59.7% | +97.3% | -37.6% | -23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling