-95.5%
TSLQ vs CASY
+220.7%
-316.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.3% | +12.3% | +11.8% |
| 7D | -5.8% | +0.1% | -5.9% | -5.8% |
| 30D | -22.1% | -11.3% | -10.7% | -26.6% |
| 3M | +10.1% | -0.6% | +10.7% | +9.7% |
| 6M | -6.8% | +10.7% | -17.5% | +3.2% |
| YTD | +8.5% | +37.1% | -28.6% | +42.9% |
| 1Y | -49.7% | +52.3% | -102.0% | -27.0% |
| All | -95.5% | +220.7% | -316.2% | -90.2% |
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