+187.6%
TTMI vs CASY
+6,786.4%
-6,598.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.3% | +7.2% | +7.0% |
| 7D | -19.8% | +1.1% | -20.9% | -20.3% |
| 30D | -48.1% | +8.7% | -56.8% | -50.5% |
| 3M | -51.2% | -17.3% | -33.9% | -48.4% |
| 6M | -59.6% | -19.7% | -39.9% | -57.7% |
| YTD | -3.6% | +24.8% | -28.4% | -16.2% |
| 1Y | -2.3% | +31.9% | -34.2% | -17.4% |
| 3Y | +369.4% | +155.4% | +214.0% | +187.7% |
| 5Y | +365.4% | +250.6% | +114.9% | +142.8% |
| 10Y | +413.2% | +556.8% | -143.6% | +91.2% |
| All | +187.6% | +6,786.4% | -6,598.8% | -70.5% |
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