-21.7%
TLT vs CASY
+568.7%
-590.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | -11.3% | +10.8% | -1.2% |
| 3M | -2.7% | -0.6% | -2.1% | -2.6% |
| 6M | -5.6% | +10.7% | -16.3% | -4.9% |
| YTD | -2.8% | +37.1% | -39.9% | -0.9% |
| 1Y | -1.4% | +52.3% | -53.7% | +1.2% |
| 3Y | -1.6% | +215.2% | -216.8% | +6.9% |
| 5Y | -33.8% | +276.5% | -310.3% | -26.5% |
| All | -21.7% | +568.7% | -590.4% | -6.9% |
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 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