-97.2%
TSLQ vs CASY
+286.8%
-384.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.0% | -5.0% | -9.3% |
| 7D | -8.6% | -4.4% | -4.2% | -10.4% |
| 30D | -24.9% | -12.0% | -12.8% | -29.2% |
| 3M | -1.5% | -2.3% | +0.8% | -2.3% |
| 6M | -18.1% | +10.5% | -28.6% | -10.1% |
| YTD | -0.1% | +33.0% | -33.1% | +24.6% |
| 1Y | -51.4% | +41.1% | -92.5% | -36.5% |
| 3Y | -95.9% | +207.5% | -303.4% | -91.7% |
| All | -97.2% | +286.8% | -384.0% | -93.6% |
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