-52.1%
TSLL vs CASY
+240.1%
-292.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.3% | +10.6% |
| 7D | -14.3% | +3.6% | -17.9% | -15.8% |
| 30D | -6.2% | +7.2% | -13.4% | -9.4% |
| 3M | +21.2% | -16.9% | +38.1% | +29.6% |
| 6M | -36.6% | -19.3% | -17.2% | -32.9% |
| YTD | -47.8% | +25.6% | -73.4% | -60.5% |
| 1Y | -45.2% | +30.2% | -75.4% | -60.3% |
| 3Y | -3.3% | +154.9% | -158.1% | -50.0% |
| All | -52.1% | +240.1% | -292.2% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling