+132.3%
TT vs CASY
+266.7%
-134.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.6% |
| 7D | +4.0% | +3.6% | +0.5% | +3.3% |
| 30D | -11.3% | +9.1% | -20.4% | -13.0% |
| 3M | -12.3% | -16.5% | +4.2% | -9.0% |
| 6M | -10.8% | -19.7% | +8.9% | -6.9% |
| YTD | +8.2% | +29.3% | -21.1% | -2.8% |
| 1Y | +1.5% | +33.1% | -31.7% | -9.8% |
| 3Y | +91.5% | +158.5% | -67.1% | +29.9% |
| All | +132.3% | +266.7% | -134.3% | +27.1% |
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