+1,077.0%
TTMI vs CASY
+549.1%
+527.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +4.0% |
| 7D | +12.2% | -4.4% | +16.5% | +13.8% |
| 30D | -5.7% | -12.0% | +6.3% | -1.8% |
| 3M | -27.5% | -2.3% | -25.1% | -28.9% |
| 6M | +47.1% | +10.5% | +36.6% | +38.1% |
| YTD | +87.5% | +33.0% | +54.4% | +64.4% |
| 1Y | +175.2% | +41.1% | +134.1% | +134.7% |
| 3Y | +901.9% | +207.5% | +694.4% | +505.7% |
| 5Y | +843.5% | +290.7% | +552.7% | +407.2% |
| 10Y | +1,077.0% | +556.5% | +520.5% | +397.8% |
| All | +1,077.0% | +549.1% | +527.9% | +397.8% |
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 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