-21.0%
TSLQ vs CASY
+32.1%
-53.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.1% |
| 7D | +9.8% | +0.8% | +9.0% | +9.6% |
| 30D | -6.0% | +9.4% | -15.5% | -7.9% |
| 3M | -35.0% | -20.6% | -14.4% | -31.5% |
| 6M | -24.9% | -20.7% | -4.2% | -23.6% |
| YTD | -12.7% | +22.5% | -35.2% | -20.2% |
| 1Y | -21.0% | +29.5% | -50.5% | -34.0% |
| All | -21.0% | +32.1% | -53.1% | -34.0% |
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 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