-17.8%
TRI vs CASY
+209.8%
-227.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.0% | -3.5% | -6.3% |
| 7D | -7.1% | -4.4% | -2.7% | -6.9% |
| 30D | -2.3% | -12.0% | +9.7% | -1.7% |
| 3M | +19.6% | -2.3% | +21.9% | +19.1% |
| 6M | -8.7% | +10.5% | -19.2% | -10.7% |
| YTD | -22.3% | +33.0% | -55.3% | -26.5% |
| 1Y | -40.7% | +41.1% | -81.8% | -44.5% |
| 3Y | -17.8% | +207.5% | -225.3% | -30.8% |
| All | -17.8% | +209.8% | -227.5% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling