+1,316.1%
TNA vs CASY
+2,801.9%
-1,485.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.4% |
| 30D | -4.9% | -11.3% | +6.4% | +6.8% |
| 3M | +0.4% | -0.6% | +1.0% | -8.8% |
| 6M | +32.5% | +10.7% | +21.8% | +6.2% |
| YTD | +53.7% | +37.1% | +16.6% | -4.0% |
| 1Y | +65.1% | +52.3% | +12.8% | -10.4% |
| 3Y | +98.4% | +215.2% | -116.7% | -56.9% |
| 5Y | -22.5% | +276.5% | -299.0% | -86.1% |
| 10Y | +82.5% | +508.4% | -425.8% | -79.5% |
| All | +1,316.1% | +2,801.9% | -1,485.9% | -77.1% |
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