+578.5%
TLN vs CASY
+161.8%
+416.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -2.9% |
| 7D | +11.0% | +3.6% | +7.5% | +10.5% |
| 30D | +4.9% | +9.1% | -4.1% | +3.5% |
| 3M | +4.9% | -16.5% | +21.4% | +7.7% |
| 6M | +7.1% | -19.7% | +26.8% | +11.4% |
| YTD | +0.3% | +29.3% | -29.0% | -10.5% |
| 1Y | +5.9% | +33.1% | -27.2% | -6.7% |
| 3Y | +578.5% | +158.5% | +420.0% | +413.5% |
| All | +578.5% | +161.8% | +416.7% | +413.5% |
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