+240.4%
TPR vs CASY
+276.6%
-36.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -23.0% | -11.3% | -11.6% | -20.4% |
| 3M | -12.5% | -0.6% | -11.8% | -14.2% |
| 6M | -21.4% | +10.7% | -32.1% | -26.3% |
| YTD | -3.5% | +37.1% | -40.6% | -16.6% |
| 1Y | +17.4% | +52.3% | -34.9% | -2.9% |
| 3Y | +291.3% | +215.2% | +76.1% | +131.0% |
| All | +240.4% | +276.6% | -36.2% | +66.8% |
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