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  • TT vs CASY✓SelectedUSD · CASYTT vs CASY performance historyLatest closeAs of+0.85%09/04
Stock and ETF performance explorer

TT vs CASY

vs
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Portfolio return
+15,818.7%
CASY return
+36,294.0%
Excess return
-20,475.4%
Maximum drawdown
-77.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D+0.8%-0.3%+1.2%+0.9%
7D0.0%+0.1%-0.1%0.0%
30D-7.2%-11.3%+4.2%-4.3%
3M-3.0%-0.6%-2.3%-4.2%
6M+1.4%+10.7%-9.4%-2.9%
YTD+15.9%+37.1%-21.2%+4.7%
1Y+9.4%+52.3%-42.9%-4.3%
3Y+124.4%+215.2%-90.8%+58.1%
5Y+138.0%+276.5%-138.5%+58.8%
10Y+886.4%+508.4%+378.0%+465.4%
All+15,818.7%+36,294.0%-20,475.4%+3,188.4%

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 1990-01-01 to 2026-09-04: 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling