+227.6%
TRU vs CASY
+742.5%
-514.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.3% | -5.6% | -5.8% |
| 7D | -6.8% | +0.1% | -6.8% | -6.8% |
| 30D | 0.0% | -11.3% | +11.4% | +3.5% |
| 3M | +13.3% | -0.6% | +13.9% | +11.5% |
| 6M | +3.4% | +10.7% | -7.3% | -2.6% |
| YTD | -6.4% | +37.1% | -43.5% | -18.5% |
| 1Y | -9.7% | +52.3% | -62.0% | -24.5% |
| 3Y | +0.1% | +215.2% | -215.0% | -36.0% |
| 5Y | -34.0% | +276.5% | -310.5% | -60.7% |
| 10Y | +147.9% | +508.4% | -360.5% | +25.6% |
| All | +227.6% | +742.5% | -514.9% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling