+7,716.4%
TPR vs CASY
+7,427.0%
+289.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -23.0% | -11.3% | -11.6% | -19.1% |
| 3M | -12.5% | -0.6% | -11.8% | -14.6% |
| 6M | -21.4% | +10.7% | -32.1% | -27.2% |
| YTD | -3.5% | +37.1% | -40.6% | -18.9% |
| 1Y | +17.4% | +52.3% | -34.9% | -6.2% |
| 3Y | +291.3% | +215.2% | +76.1% | +116.8% |
| 5Y | +241.9% | +276.5% | -34.6% | +72.2% |
| 10Y | +322.7% | +508.4% | -185.7% | +71.4% |
| All | +7,716.4% | +7,427.0% | +289.4% | +871.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling