+28.3%
TRMB vs CASY
+154.8%
-126.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.3% |
| 7D | -17.9% | +1.8% | -19.7% | -18.1% |
| 30D | -12.0% | +11.2% | -23.2% | -13.1% |
| 3M | -8.4% | -19.1% | +10.6% | -6.4% |
| 6M | -21.5% | -19.9% | -1.6% | -19.4% |
| YTD | -31.5% | +25.2% | -56.7% | -37.3% |
| 1Y | -33.4% | +31.6% | -65.0% | -40.0% |
| All | +28.3% | +154.8% | -126.5% | -2.1% |
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 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