-81.8%
TMF vs CASY
+551.3%
-633.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | +0.6% | +3.6% | -3.0% | +1.1% |
| 30D | +16.3% | +7.2% | +9.1% | +17.4% |
| 3M | -2.7% | -16.9% | +14.2% | -5.1% |
| 6M | -13.2% | -19.3% | +6.2% | -15.3% |
| YTD | -16.7% | +25.6% | -42.3% | -12.9% |
| 1Y | -22.7% | +30.2% | -52.9% | -18.7% |
| 3Y | -26.1% | +154.9% | -181.0% | -10.4% |
| 5Y | -88.4% | +252.1% | -340.6% | -84.6% |
| 10Y | -81.8% | +535.8% | -617.7% | -70.7% |
| All | -81.8% | +551.3% | -633.1% | -70.7% |
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