+34.0%
TNA vs CASY
+550.0%
-516.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -3.9% |
| 7D | +7.7% | +2.5% | +5.2% | +5.4% |
| 30D | -0.7% | +10.2% | -10.9% | -10.2% |
| 3M | -25.4% | -15.7% | -9.7% | -15.3% |
| 6M | -11.8% | -18.4% | +6.6% | -4.4% |
| YTD | +23.9% | +28.3% | -4.3% | -17.9% |
| 1Y | +25.6% | +32.6% | -7.0% | -20.5% |
| 3Y | +137.1% | +159.5% | -22.4% | -34.5% |
| 5Y | -45.4% | +263.9% | -309.3% | -90.0% |
| All | +34.0% | +550.0% | -516.0% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling