-51.7%
TSLL vs CASY
+243.2%
-294.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -11.0% | +5.0% | -16.0% | -13.0% |
| 30D | -5.3% | +8.2% | -13.5% | -8.9% |
| 3M | +20.8% | -18.2% | +39.0% | +30.3% |
| 6M | -36.0% | -18.6% | -17.4% | -32.6% |
| YTD | -47.3% | +26.8% | -74.1% | -60.3% |
| 1Y | -48.4% | +31.6% | -80.0% | -62.8% |
| 3Y | -5.4% | +156.5% | -162.0% | -51.3% |
| All | -51.7% | +243.2% | -294.9% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling