+292.9%
TKO vs CASY
+230.5%
+62.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +0.1% | -17.2% | +17.4% | +3.1% |
| 30D | -2.6% | -24.4% | +21.8% | +1.7% |
| 3M | -7.8% | -31.4% | +23.6% | -2.1% |
| 6M | -7.0% | -8.9% | +1.9% | -7.3% |
| YTD | -8.5% | +13.8% | -22.4% | -13.1% |
| 1Y | -1.3% | +17.0% | -18.3% | -6.8% |
| 3Y | +105.0% | +163.1% | -58.2% | +63.2% |
| 5Y | +292.9% | +239.0% | +53.9% | +194.9% |
| All | +292.9% | +230.5% | +62.4% | +194.9% |
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