+600.6%
TLN vs CASY
+229.9%
+370.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.0% | +5.8% | +3.2% |
| 7D | +10.9% | -4.4% | +15.3% | +11.6% |
| 30D | -6.3% | -12.0% | +5.7% | -4.6% |
| 3M | -10.7% | -2.3% | -8.4% | -11.8% |
| 6M | +1.6% | +10.5% | -8.9% | -3.5% |
| YTD | -13.1% | +33.0% | -46.1% | -21.7% |
| 1Y | -15.1% | +41.1% | -56.2% | -25.0% |
| 3Y | +495.0% | +207.5% | +287.5% | +355.6% |
| All | +600.6% | +229.9% | +370.7% | +419.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling