-26.2%
TRU vs CASY
+261.5%
-287.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -2.2% | +2.5% | -4.7% | -2.9% |
| 30D | +20.2% | +10.2% | +10.0% | +17.0% |
| 3M | +2.2% | -15.7% | +17.9% | +6.7% |
| 6M | +17.6% | -18.4% | +36.0% | +22.9% |
| YTD | -5.0% | +28.3% | -33.2% | -18.1% |
| 1Y | -1.0% | +32.6% | -33.5% | -16.1% |
| 3Y | +56.5% | +159.5% | -103.0% | -3.6% |
| 5Y | -26.2% | +263.9% | -290.1% | -62.7% |
| All | -26.2% | +261.5% | -287.8% | -62.7% |
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