+57.7%
TRU vs CASY
+159.8%
-102.1%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.2% | +2.5% | -4.7% | -2.7% |
| 30D | +20.2% | +10.2% | +10.0% | +17.9% |
| 3M | +2.2% | -15.7% | +17.9% | +5.4% |
| 6M | +17.6% | -18.4% | +36.0% | +22.1% |
| YTD | -5.0% | +28.3% | -33.2% | -17.3% |
| 1Y | -1.0% | +32.6% | -33.5% | -15.2% |
| All | +57.7% | +159.8% | -102.1% | +1.0% |
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 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