-88.4%
TMF vs CASY
+253.8%
-342.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +0.6% | +3.6% | -3.0% | +0.3% |
| 30D | +16.3% | +7.2% | +9.1% | +15.6% |
| 3M | -2.7% | -16.9% | +14.2% | -1.4% |
| 6M | -13.2% | -19.3% | +6.2% | -11.9% |
| YTD | -16.7% | +25.6% | -42.3% | -20.1% |
| 1Y | -22.7% | +30.2% | -52.9% | -26.3% |
| 3Y | -26.1% | +154.9% | -181.0% | -36.9% |
| 5Y | -88.4% | +252.1% | -340.6% | -90.4% |
| All | -88.4% | +253.8% | -342.2% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling