+127.9%
TT vs CASY
+250.1%
-122.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | -14.0% | +8.7% | -22.7% | -15.7% |
| 3M | -15.9% | -17.3% | +1.4% | -12.6% |
| 6M | -17.3% | -19.7% | +2.4% | -13.9% |
| YTD | +4.0% | +24.8% | -20.9% | -5.9% |
| 1Y | -7.1% | +31.9% | -39.0% | -17.5% |
| 3Y | +90.2% | +155.4% | -65.1% | +28.9% |
| All | +127.9% | +250.1% | -122.2% | +26.1% |
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