+361.1%
TTD vs CASY
+468.9%
-107.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -14.2% | +13.2% | +3.5% |
| 7D | -4.6% | -16.5% | +11.9% | +0.6% |
| 30D | +3.7% | -26.4% | +30.0% | +13.5% |
| 3M | -30.2% | -17.3% | -12.9% | -27.7% |
| 6M | -51.4% | -5.2% | -46.2% | -52.7% |
| YTD | -63.4% | +14.1% | -77.5% | -67.2% |
| 1Y | -73.5% | +16.6% | -90.1% | -76.5% |
| 3Y | -83.5% | +163.7% | -247.2% | -89.8% |
| 5Y | -80.9% | +231.3% | -312.2% | -89.4% |
| All | +361.1% | +468.9% | -107.7% | +104.9% |
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