-22.5%
TNA vs CASY
+234.8%
-257.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | +5.9% |
| 7D | -3.6% | -16.5% | +12.9% | +8.6% |
| 30D | -10.1% | -26.4% | +16.3% | +10.4% |
| 3M | +2.7% | -17.3% | +20.0% | +8.6% |
| 6M | +38.4% | -5.2% | +43.6% | +28.4% |
| YTD | +45.4% | +14.1% | +31.4% | +13.2% |
| 1Y | +55.9% | +16.6% | +39.3% | +17.3% |
| 3Y | +109.8% | +163.7% | -53.9% | -36.7% |
| 5Y | -22.5% | +231.3% | -253.8% | -82.4% |
| All | -22.5% | +234.8% | -257.3% | -82.4% |
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