-13.3%
TW vs CASY
+43.1%
-56.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -2.7% |
| 7D | -3.5% | -4.4% | +0.9% | -3.1% |
| 30D | +0.5% | -12.0% | +12.5% | +1.7% |
| 3M | +4.9% | -2.3% | +7.3% | +5.1% |
| 6M | -17.1% | +10.5% | -27.6% | -18.3% |
| YTD | -3.9% | +33.0% | -36.9% | -9.2% |
| All | -13.3% | +43.1% | -56.4% | -20.2% |
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