+10.7%
TTMI vs CASY
+32.1%
-21.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.4% | -11.5% | -10.1% |
| 7D | -19.2% | +0.8% | -20.0% | -19.2% |
| 30D | -44.9% | +9.4% | -54.3% | -45.6% |
| 3M | -44.7% | -20.6% | -24.1% | -42.7% |
| 6M | -53.4% | -20.7% | -32.7% | -50.1% |
| YTD | +6.3% | +22.5% | -16.2% | -5.0% |
| 1Y | +10.7% | +29.5% | -18.8% | -0.2% |
| All | +10.7% | +32.1% | -21.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling