-11.8%
TLT vs CASY
+565.2%
-577.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.2% |
| 7D | -1.0% | +5.8% | -6.8% | -0.8% |
| 30D | +3.7% | +10.7% | -7.0% | +4.2% |
| 3M | -0.8% | -13.9% | +13.1% | -1.4% |
| 6M | -3.6% | -18.4% | +14.9% | -4.4% |
| YTD | -3.9% | +29.6% | -33.6% | -2.2% |
| 1Y | -6.2% | +32.8% | -39.0% | -4.4% |
| 3Y | +4.2% | +162.3% | -158.1% | +11.8% |
| 5Y | -34.7% | +265.0% | -299.7% | -27.3% |
| 10Y | -11.8% | +555.4% | -567.2% | +4.7% |
| All | -11.8% | +565.2% | -577.0% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling