+100.4%
TKO vs CASY
+158.0%
-57.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.6% |
| 7D | +2.3% | -18.6% | +20.9% | +5.2% |
| 30D | -2.5% | -26.6% | +24.2% | +1.8% |
| 3M | -10.6% | -32.8% | +22.2% | -5.4% |
| 6M | -5.1% | -10.0% | +5.0% | -5.6% |
| YTD | -8.2% | +11.6% | -19.8% | -12.8% |
| 1Y | -4.4% | +11.5% | -15.9% | -9.2% |
| 3Y | +100.4% | +160.7% | -60.3% | +60.4% |
| All | +100.4% | +158.0% | -57.7% | +60.4% |
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