+191.1%
TRI vs CASY
+453.5%
-262.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.7% | +2.1% |
| 7D | -7.9% | -18.6% | +10.7% | -4.7% |
| 30D | -4.5% | -26.6% | +22.1% | +0.6% |
| 3M | +22.1% | -32.8% | +54.9% | +30.3% |
| 6M | -2.8% | -10.0% | +7.2% | -2.7% |
| YTD | -23.4% | +11.6% | -35.0% | -27.2% |
| 1Y | -41.5% | +11.5% | -53.0% | -44.5% |
| 3Y | -19.2% | +160.7% | -179.9% | -38.0% |
| 5Y | -9.4% | +232.4% | -241.8% | -35.1% |
| All | +191.1% | +453.5% | -262.4% | +88.8% |
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 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