+116.6%
TYL vs CASY
+505.6%
-388.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -3.7% | +0.1% | -3.8% | -3.7% |
| 30D | +18.7% | -11.3% | +30.1% | +21.5% |
| 3M | +18.1% | -0.6% | +18.8% | +17.1% |
| 6M | -1.1% | +10.7% | -11.8% | -5.3% |
| YTD | -19.8% | +37.1% | -56.9% | -27.6% |
| 1Y | -34.3% | +52.3% | -86.6% | -42.4% |
| 3Y | -8.2% | +215.2% | -223.4% | -34.6% |
| 5Y | -25.4% | +276.5% | -301.9% | -49.8% |
| All | +116.6% | +505.6% | -388.9% | +27.5% |
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 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