-60.9%
TSLL vs CASY
+32.1%
-93.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.2% | -24.1% | -21.3% |
| 7D | -28.9% | +1.8% | -30.7% | -28.4% |
| 30D | -21.4% | +11.2% | -32.6% | -19.2% |
| 3M | +5.0% | -19.1% | +24.1% | +0.6% |
| 6M | -36.6% | -19.9% | -16.7% | -36.4% |
| YTD | -56.6% | +25.2% | -81.8% | -51.4% |
| 1Y | -60.9% | +31.6% | -92.5% | -52.3% |
| All | -60.9% | +32.1% | -93.0% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling