+329.6%
TTD vs CASY
+522.5%
-192.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | +6.9% | +8.7% | -1.7% | +4.1% |
| 3M | -26.8% | -17.3% | -9.5% | -23.0% |
| 6M | -46.1% | -19.7% | -26.4% | -43.7% |
| YTD | -65.9% | +24.8% | -90.8% | -70.3% |
| 1Y | -71.8% | +31.9% | -103.7% | -76.1% |
| 3Y | -83.3% | +155.4% | -238.7% | -89.5% |
| 5Y | -81.1% | +250.6% | -331.7% | -89.7% |
| 10Y | +441.7% | +556.8% | -115.2% | +117.3% |
| All | +329.6% | +522.5% | -192.9% | +85.1% |
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