-36.2%
TRU vs CASY
+234.8%
-271.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | +3.2% |
| 7D | -6.5% | -16.5% | +10.0% | -2.0% |
| 30D | -2.5% | -26.4% | +23.9% | +5.8% |
| 3M | +10.4% | -17.3% | +27.7% | +13.7% |
| 6M | +1.6% | -5.2% | +6.9% | -1.7% |
| YTD | -9.7% | +14.1% | -23.8% | -19.5% |
| 1Y | -17.3% | +16.6% | -33.9% | -27.2% |
| 3Y | -1.8% | +163.7% | -165.5% | -41.1% |
| 5Y | -36.2% | +231.3% | -267.5% | -66.8% |
| All | -36.2% | +234.8% | -271.0% | -66.8% |
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