-81.9%
TMF vs CASY
+550.0%
-631.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.6% |
| 7D | -8.2% | +2.5% | -10.6% | -7.9% |
| 30D | +5.3% | +10.2% | -4.9% | +6.7% |
| 3M | -8.5% | -15.7% | +7.2% | -10.6% |
| 6M | -17.2% | -18.4% | +1.2% | -19.1% |
| YTD | -23.4% | +28.3% | -51.7% | -19.7% |
| 1Y | -30.2% | +32.6% | -62.8% | -26.5% |
| 3Y | -32.9% | +159.5% | -192.4% | -18.5% |
| 5Y | -88.5% | +263.9% | -352.5% | -84.7% |
| All | -81.9% | +550.0% | -631.9% | -70.1% |
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