-37.1%
TRMB vs CASY
+276.6%
-313.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | +1.5% | -11.3% | +12.9% | +4.1% |
| 3M | +6.8% | -0.6% | +7.4% | +5.0% |
| 6M | -14.9% | +10.7% | -25.7% | -19.7% |
| YTD | -24.1% | +37.1% | -61.2% | -33.5% |
| 1Y | -25.4% | +52.3% | -77.7% | -37.4% |
| 3Y | +8.0% | +215.2% | -207.2% | -33.6% |
| All | -37.1% | +276.6% | -313.8% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling