+750.6%
TT vs CASY
+551.3%
+199.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +1.7% | +3.6% | -1.8% | +0.7% |
| 30D | -11.8% | +7.2% | -19.0% | -13.8% |
| 3M | -12.6% | -16.9% | +4.3% | -8.3% |
| 6M | -9.4% | -19.3% | +10.0% | -5.2% |
| YTD | +8.8% | +25.6% | -16.8% | -2.9% |
| 1Y | -2.5% | +30.2% | -32.7% | -14.3% |
| 3Y | +95.7% | +154.9% | -59.2% | +30.1% |
| 5Y | +135.7% | +252.1% | -116.4% | +35.5% |
| 10Y | +750.6% | +535.8% | +214.8% | +301.8% |
| All | +750.6% | +551.3% | +199.3% | +301.8% |
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