+130.4%
TLT vs CASY
+6,808.7%
-6,678.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.2% |
| 30D | +6.2% | +8.7% | -2.5% | +6.8% |
| 3M | -0.3% | -17.3% | +17.0% | -1.6% |
| 6M | -3.4% | -19.7% | +16.4% | -4.6% |
| YTD | -3.1% | +24.8% | -28.0% | -1.0% |
| 1Y | -5.2% | +31.9% | -37.1% | -2.7% |
| 3Y | +6.5% | +155.4% | -148.9% | +15.9% |
| 5Y | -34.7% | +250.6% | -285.3% | -26.6% |
| 10Y | -17.6% | +556.8% | -574.5% | -0.1% |
| All | +130.4% | +6,808.7% | -6,678.3% | +265.3% |
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