-68.7%
TMF vs CASY
+3,168.1%
-3,236.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -2.8% | -11.3% | +8.5% | -5.4% |
| 3M | -10.9% | -0.6% | -10.3% | -10.4% |
| 6M | -21.3% | +10.7% | -32.0% | -18.7% |
| YTD | -15.9% | +37.1% | -53.0% | -8.3% |
| 1Y | -15.7% | +52.3% | -68.0% | -5.6% |
| 3Y | -43.4% | +215.2% | -258.5% | -21.4% |
| 5Y | -87.8% | +276.5% | -364.3% | -81.9% |
| 10Y | -86.7% | +508.4% | -595.1% | -74.7% |
| All | -68.7% | +3,168.1% | -3,236.7% | +30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling