+14,178.8%
TT vs CASY
+33,031.0%
-18,852.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.0% |
| 3M | -15.9% | -17.3% | +1.4% | -12.3% |
| 6M | -17.3% | -19.7% | +2.4% | -14.2% |
| YTD | +4.0% | +24.8% | -20.9% | -4.4% |
| 1Y | -7.1% | +31.9% | -39.0% | -16.0% |
| 3Y | +90.2% | +155.4% | -65.1% | +41.3% |
| 5Y | +131.1% | +250.6% | -119.5% | +56.3% |
| 10Y | +777.7% | +556.8% | +220.9% | +391.7% |
| All | +14,178.8% | +33,031.0% | -18,852.2% | +2,903.5% |
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