+581.7%
TLN vs CASY
+240.0%
+341.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.8% |
| 7D | +7.1% | +0.1% | +7.0% | +7.0% |
| 30D | -3.9% | -11.3% | +7.5% | -2.2% |
| 3M | -16.2% | -0.6% | -15.5% | -17.3% |
| 6M | -5.8% | +10.7% | -16.5% | -10.2% |
| YTD | -15.4% | +37.1% | -52.6% | -24.2% |
| 1Y | -16.7% | +52.3% | -69.0% | -27.8% |
| 3Y | +473.8% | +215.2% | +258.6% | +338.1% |
| All | +581.7% | +240.0% | +341.7% | +403.2% |
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