+96.6%
TFC vs CASY
+215.7%
-119.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.3% | -11.3% | +10.0% | +0.3% |
| 3M | +6.1% | -0.6% | +6.7% | +5.3% |
| 6M | +7.3% | +10.7% | -3.4% | +4.0% |
| YTD | +8.2% | +37.1% | -28.9% | +0.5% |
| 1Y | +14.4% | +52.3% | -37.9% | +3.6% |
| All | +96.6% | +215.7% | -119.1% | +57.2% |
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 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