-88.0%
TMF vs CASY
+250.1%
-338.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +19.7% | +8.7% | +11.0% | +18.9% |
| 3M | -2.1% | -17.3% | +15.2% | -0.7% |
| 6M | -13.4% | -19.7% | +6.3% | -12.1% |
| YTD | -16.7% | +24.8% | -41.6% | -20.1% |
| 1Y | -23.3% | +31.9% | -55.2% | -27.0% |
| 3Y | -24.8% | +155.4% | -180.2% | -35.9% |
| All | -88.0% | +250.1% | -338.1% | -90.0% |
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