-81.4%
TMF vs CASY
+565.2%
-646.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.2% | +0.4% |
| 7D | -3.4% | +5.8% | -9.2% | -2.6% |
| 30D | +11.5% | +10.7% | +0.8% | +13.0% |
| 3M | -4.5% | -13.9% | +9.4% | -6.4% |
| 6M | -15.0% | -18.4% | +3.5% | -17.0% |
| YTD | -19.9% | +29.6% | -49.5% | -15.9% |
| 1Y | -26.6% | +32.8% | -59.4% | -22.6% |
| 3Y | -29.8% | +162.3% | -192.1% | -14.6% |
| 5Y | -88.2% | +265.0% | -353.2% | -84.2% |
| 10Y | -81.4% | +555.4% | -636.7% | -69.5% |
| All | -81.4% | +565.2% | -646.5% | -69.5% |
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