-24.3%
TMF vs CASY
+32.1%
-56.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.0% | +2.4% |
| 7D | +4.0% | +0.8% | +3.2% | +4.0% |
| 30D | +19.5% | +9.4% | +10.0% | +19.6% |
| 3M | -3.5% | -20.6% | +17.1% | -4.4% |
| 6M | -10.6% | -20.7% | +10.1% | -10.5% |
| YTD | -17.1% | +22.5% | -39.6% | -17.4% |
| 1Y | -24.3% | +29.5% | -53.7% | -24.0% |
| All | -24.3% | +32.1% | -56.4% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling