+168.9%
TYL vs CASY
+553.2%
-384.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +6.7% | +1.1% | +5.6% | +6.4% |
| 30D | +26.5% | +8.7% | +17.9% | +24.4% |
| 3M | +37.3% | -17.3% | +54.6% | +42.3% |
| 6M | +31.2% | -19.7% | +50.9% | +35.8% |
| YTD | -7.4% | +24.8% | -32.2% | -15.0% |
| 1Y | -9.6% | +31.9% | -41.5% | -18.3% |
| 3Y | +1.9% | +155.4% | -153.5% | -24.0% |
| 5Y | -21.1% | +250.6% | -271.7% | -46.6% |
| All | +168.9% | +553.2% | -384.3% | +56.0% |
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