+379.1%
TPR vs CASY
+553.2%
-174.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +14.2% | +1.1% | +13.1% | +13.6% |
| 30D | +17.1% | +8.7% | +8.4% | +12.4% |
| 3M | -17.7% | -17.3% | -0.4% | -10.7% |
| 6M | -10.2% | -19.7% | +9.6% | -3.6% |
| YTD | +4.9% | +24.8% | -19.9% | -12.3% |
| 1Y | +36.1% | +31.9% | +4.2% | +10.0% |
| 3Y | +416.5% | +155.4% | +261.1% | +169.5% |
| 5Y | +254.8% | +250.6% | +4.2% | +43.8% |
| All | +379.1% | +553.2% | -174.0% | +46.2% |
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