+233.0%
TRU vs CASY
+694.2%
-461.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | 0.0% | +3.6% | -3.5% | -1.0% |
| 30D | +21.3% | +9.1% | +12.3% | +18.3% |
| 3M | +0.2% | -16.5% | +16.8% | +5.1% |
| 6M | +22.4% | -19.7% | +42.1% | +28.3% |
| YTD | -4.8% | +29.3% | -34.1% | -16.0% |
| 1Y | -0.2% | +33.1% | -33.3% | -13.0% |
| 3Y | +57.9% | +158.5% | -100.6% | +7.5% |
| 5Y | -26.1% | +266.7% | -292.8% | -55.8% |
| 10Y | +184.8% | +553.5% | -368.7% | +45.2% |
| All | +233.0% | +694.2% | -461.2% | +55.7% |
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 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