+74.7%
TNA vs CASY
+464.4%
-389.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | -7.6% | -17.2% | +9.6% | +9.2% |
| 30D | -13.6% | -24.4% | +10.7% | +10.4% |
| 3M | +2.8% | -31.4% | +34.2% | +41.1% |
| 6M | +34.5% | -8.9% | +43.4% | +29.9% |
| YTD | +41.0% | +13.8% | +27.2% | +6.3% |
| 1Y | +52.0% | +17.0% | +35.1% | +9.4% |
| 3Y | +103.5% | +163.1% | -59.7% | -46.4% |
| 5Y | -22.5% | +239.0% | -261.5% | -84.7% |
| All | +74.7% | +464.4% | -389.8% | -75.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling