+396.5%
TTMI vs CASY
+555.0%
-158.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +11.4% | +3.6% | +7.8% | +10.2% |
| 30D | -28.3% | +9.1% | -37.3% | -30.8% |
| 3M | -46.7% | -16.5% | -30.1% | -44.0% |
| 6M | -56.1% | -19.7% | -36.4% | -54.1% |
| YTD | +7.4% | +29.3% | -21.9% | -6.0% |
| 1Y | +17.4% | +33.1% | -15.7% | +1.4% |
| 3Y | +429.1% | +158.5% | +270.6% | +239.9% |
| 5Y | +418.8% | +266.7% | +152.1% | +182.3% |
| All | +396.5% | +555.0% | -158.5% | +110.3% |
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