+550.5%
TTD vs CASY
+551.3%
-0.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +0.7% | +14.8% | +15.3% |
| 7D | +19.0% | +3.6% | +15.4% | +17.7% |
| 30D | +23.6% | +7.2% | +16.4% | +20.9% |
| 3M | +8.2% | -16.9% | +25.1% | +13.6% |
| 6M | -35.3% | -19.3% | -16.0% | -32.4% |
| YTD | -60.7% | +25.6% | -86.3% | -65.8% |
| 1Y | -65.3% | +30.2% | -95.4% | -70.3% |
| 3Y | -80.6% | +154.9% | -235.4% | -87.6% |
| 5Y | -84.6% | +252.1% | -336.7% | -91.5% |
| 10Y | +550.5% | +535.8% | +14.7% | +177.3% |
| All | +550.5% | +551.3% | -0.8% | +177.3% |
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