-87.4%
TMF vs CASY
+276.6%
-364.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 3M | -10.9% | -0.6% | -10.3% | -11.4% |
| 6M | -21.3% | +10.7% | -32.0% | -22.8% |
| YTD | -15.9% | +37.1% | -53.0% | -19.5% |
| 1Y | -15.7% | +52.3% | -68.0% | -20.4% |
| 3Y | -43.4% | +215.2% | -258.5% | -52.0% |
| All | -87.4% | +276.6% | -364.1% | -89.4% |
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