+84.7%
TFC vs CASY
+551.3%
-466.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | +0.3% | +3.6% | -3.3% | -1.0% |
| 30D | +9.2% | +7.2% | +2.0% | +6.1% |
| 3M | -2.9% | -16.9% | +14.0% | +3.3% |
| 6M | +3.5% | -19.3% | +22.8% | +9.7% |
| YTD | +5.4% | +25.6% | -20.2% | -8.7% |
| 1Y | +17.3% | +30.2% | -12.8% | -0.4% |
| 3Y | +96.7% | +154.9% | -58.2% | +15.7% |
| 5Y | -1.1% | +252.1% | -253.2% | -52.3% |
| 10Y | +84.7% | +535.8% | -451.1% | -27.6% |
| All | +84.7% | +551.3% | -466.6% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling