-45.3%
TNA vs CASY
+266.7%
-312.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +3.7% | +3.6% | +0.2% | +1.4% |
| 30D | +4.4% | +9.1% | -4.7% | -2.0% |
| 3M | -26.7% | -16.5% | -10.1% | -18.4% |
| 6M | -12.8% | -19.7% | +6.9% | -3.8% |
| YTD | +22.7% | +29.3% | -6.6% | -12.9% |
| 1Y | +35.7% | +33.1% | +2.5% | -7.0% |
| 3Y | +134.6% | +158.5% | -23.9% | -21.8% |
| All | -45.3% | +266.7% | -312.0% | -88.6% |
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