+379.4%
TTD vs CASY
+583.8%
-204.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.3% |
| 7D | +6.3% | +0.1% | +6.3% | +6.3% |
| 30D | -23.9% | -11.3% | -12.5% | -21.1% |
| 3M | -31.4% | -0.6% | -30.7% | -32.6% |
| 6M | -42.7% | +10.7% | -53.4% | -46.6% |
| YTD | -62.0% | +37.1% | -99.1% | -67.7% |
| 1Y | -72.2% | +52.3% | -124.5% | -77.5% |
| 3Y | -81.9% | +215.2% | -297.1% | -89.5% |
| 5Y | -81.5% | +276.5% | -358.0% | -90.1% |
| All | +379.4% | +583.8% | -204.4% | +101.8% |
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