-33.4%
TMF vs CASY
+161.8%
-195.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.4% |
| 7D | -9.3% | +3.6% | -12.8% | -9.4% |
| 30D | +1.9% | +9.1% | -7.1% | +1.7% |
| 3M | -11.2% | -16.5% | +5.3% | -11.1% |
| 6M | -17.7% | -19.7% | +2.0% | -17.2% |
| YTD | -24.5% | +29.3% | -53.7% | -26.1% |
| 1Y | -29.4% | +33.1% | -62.6% | -31.1% |
| 3Y | -33.4% | +158.5% | -191.9% | -34.3% |
| All | -33.4% | +161.8% | -195.2% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling