-97.2%
TSLQ vs CASY
+231.7%
-328.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | -5.7% |
| 7D | -8.0% | -16.5% | +8.5% | -14.5% |
| 30D | -23.8% | -26.4% | +2.6% | -33.2% |
| 3M | -7.0% | -17.3% | +10.3% | -13.9% |
| 6M | -17.1% | -5.2% | -11.9% | -14.4% |
| YTD | +0.1% | +14.1% | -14.0% | +17.5% |
| 1Y | -51.2% | +16.6% | -67.8% | -41.7% |
| 3Y | -95.9% | +163.7% | -259.6% | -92.2% |
| All | -97.2% | +231.7% | -328.9% | -94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling