-24.9%
TSLL vs CASY
+154.8%
-179.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.2% | -24.1% | -22.8% |
| 7D | -28.9% | +1.8% | -30.7% | -29.7% |
| 30D | -21.4% | +11.2% | -32.6% | -25.6% |
| 3M | +5.0% | -19.1% | +24.1% | +14.5% |
| 6M | -36.6% | -19.9% | -16.7% | -32.0% |
| YTD | -56.6% | +25.2% | -81.8% | -69.4% |
| 1Y | -60.9% | +31.6% | -92.5% | -74.2% |
| All | -24.9% | +154.8% | -179.6% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling