+258.4%
TPR vs CASY
+254.0%
+4.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.9% | +6.5% |
| 7D | +13.9% | +1.8% | +12.0% | +13.3% |
| 30D | +14.9% | +11.2% | +3.7% | +11.5% |
| 3M | -15.4% | -19.1% | +3.7% | -10.7% |
| 6M | -4.5% | -19.9% | +15.4% | +0.3% |
| YTD | +6.0% | +25.2% | -19.2% | -5.9% |
| 1Y | +24.3% | +31.6% | -7.3% | +8.1% |
| 3Y | +412.8% | +155.4% | +257.4% | +236.2% |
| 5Y | +258.4% | +251.5% | +6.9% | +81.3% |
| All | +258.4% | +254.0% | +4.4% | +81.3% |
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