+13,847.2%
TT vs CASY
+33,122.1%
-19,274.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.2% | -6.6% | -5.0% |
| 7D | -9.0% | +1.8% | -10.8% | -9.5% |
| 30D | -17.6% | +11.2% | -28.8% | -20.0% |
| 3M | -18.7% | -19.1% | +0.4% | -14.7% |
| 6M | -17.4% | -19.9% | +2.5% | -14.2% |
| YTD | +1.5% | +25.2% | -23.6% | -6.7% |
| 1Y | -9.4% | +31.6% | -41.0% | -18.0% |
| 3Y | +85.1% | +155.4% | -70.3% | +37.4% |
| 5Y | +125.7% | +251.5% | -125.8% | +52.5% |
| 10Y | +757.3% | +558.6% | +198.7% | +379.9% |
| All | +13,847.2% | +33,122.1% | -19,274.9% | +2,831.7% |
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