+2,700.2%
TFC vs CASY
+36,294.0%
-33,593.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -1.3% | -11.3% | +10.0% | +1.8% |
| 3M | +6.1% | -0.6% | +6.7% | +5.0% |
| 6M | +7.3% | +10.7% | -3.4% | +2.9% |
| YTD | +8.2% | +37.1% | -28.9% | -2.3% |
| 1Y | +14.4% | +52.3% | -37.9% | 0.0% |
| 3Y | +93.7% | +215.2% | -121.5% | +35.8% |
| 5Y | +16.4% | +276.5% | -260.1% | -22.9% |
| 10Y | +101.6% | +508.4% | -406.8% | +17.2% |
| All | +2,700.2% | +36,294.0% | -33,593.9% | +788.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling