+420.4%
TTMI vs CASY
+539.5%
-119.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -11.5% | +5.0% | -16.5% | -13.0% |
| 30D | -40.3% | +8.2% | -48.5% | -42.3% |
| 3M | -44.5% | -18.2% | -26.3% | -41.4% |
| 6M | -54.1% | -18.6% | -35.5% | -52.3% |
| YTD | +4.7% | +26.8% | -22.1% | -7.9% |
| 1Y | +3.3% | +31.6% | -28.3% | -10.6% |
| 3Y | +407.2% | +156.5% | +250.7% | +225.5% |
| 5Y | +406.5% | +258.6% | +147.9% | +176.8% |
| 10Y | +420.4% | +550.3% | -129.9% | +118.3% |
| All | +420.4% | +539.5% | -119.1% | +118.3% |
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