+590.9%
TRI vs CASY
+7,561.2%
-6,970.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -2.9% | +3.6% | -6.5% | -3.6% |
| 30D | +3.7% | +9.1% | -5.4% | +1.9% |
| 3M | +3.7% | -16.5% | +20.2% | +7.1% |
| 6M | +35.1% | -19.7% | +54.8% | +39.6% |
| YTD | -14.0% | +29.3% | -43.3% | -20.1% |
| 1Y | -19.0% | +33.1% | -52.1% | -25.3% |
| 3Y | -12.0% | +158.5% | -170.5% | -30.6% |
| 5Y | +0.6% | +266.7% | -266.1% | -27.2% |
| 10Y | +225.4% | +553.5% | -328.1% | +102.3% |
| All | +590.9% | +7,561.2% | -6,970.3% | +139.3% |
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 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