-97.3%
TSLQ vs CASY
+263.0%
-360.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.3% | -8.1% | -8.5% |
| 7D | +19.7% | +1.1% | +18.6% | +19.9% |
| 30D | +4.1% | +8.7% | -4.6% | +7.4% |
| 3M | -30.9% | -17.3% | -13.6% | -36.5% |
| 6M | -13.6% | -19.7% | +6.1% | -23.5% |
| YTD | -2.6% | +24.8% | -27.4% | +18.4% |
| 1Y | -10.4% | +31.9% | -42.3% | +13.0% |
| 3Y | -96.4% | +155.4% | -251.8% | -93.0% |
| All | -97.3% | +263.0% | -360.2% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling