-35.3%
TSLL vs CASY
+215.7%
-251.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.5% | -11.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +17.8% | -11.3% | +29.1% | +24.4% |
| 3M | -37.0% | -0.6% | -36.4% | -41.1% |
| 6M | -37.7% | +10.7% | -48.4% | -46.7% |
| YTD | -51.4% | +37.1% | -88.5% | -65.5% |
| 1Y | -23.4% | +52.3% | -75.7% | -51.9% |
| All | -35.3% | +215.7% | -251.0% | -68.5% |
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