+357.0%
TPR vs CASY
+550.0%
-193.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -1.1% | +2.5% | -3.6% | -2.3% |
| 30D | +15.1% | +10.2% | +4.9% | +9.7% |
| 3M | -13.4% | -15.7% | +2.3% | -6.9% |
| 6M | +1.4% | -18.4% | +19.7% | +7.9% |
| YTD | +4.8% | +28.3% | -23.5% | -13.6% |
| 1Y | +29.2% | +32.6% | -3.4% | +4.3% |
| 3Y | +403.7% | +159.5% | +244.2% | +161.1% |
| 5Y | +230.8% | +263.9% | -33.1% | +31.3% |
| All | +357.0% | +550.0% | -193.0% | +41.2% |
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