-40.9%
TMF vs CASY
+215.7%
-256.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.8% | -11.3% | +8.5% | -2.4% |
| 3M | -10.9% | -0.6% | -10.3% | -11.3% |
| 6M | -21.3% | +10.7% | -32.0% | -22.6% |
| YTD | -15.9% | +37.1% | -53.0% | -18.7% |
| 1Y | -15.7% | +52.3% | -68.0% | -19.3% |
| All | -40.9% | +215.7% | -256.6% | -50.6% |
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