+234.9%
TPR vs CASY
+266.7%
-31.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.4% |
| 7D | -0.3% | +3.6% | -3.8% | -1.3% |
| 30D | +15.1% | +9.1% | +6.1% | +12.3% |
| 3M | +3.5% | -16.5% | +20.0% | +8.4% |
| 6M | +0.4% | -19.7% | +20.2% | +5.7% |
| YTD | +4.6% | +29.3% | -24.7% | -8.0% |
| 1Y | +33.1% | +33.1% | 0.0% | +15.7% |
| 3Y | +396.0% | +158.5% | +237.5% | +225.8% |
| All | +234.9% | +266.7% | -31.7% | +64.3% |
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