+88.9%
TEM vs CASY
+85.1%
+3.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +8.1% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +8.1% | +8.7% | -0.6% | +4.4% |
| 3M | +64.9% | -17.3% | +82.2% | +74.5% |
| 6M | +42.1% | -19.7% | +61.9% | +51.1% |
| YTD | +28.8% | +24.8% | +4.0% | -4.2% |
| 1Y | +5.5% | +31.9% | -26.4% | -25.8% |
| All | +88.9% | +85.1% | +3.8% | -7.8% |
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