+180.8%
TYL vs CASY
+539.5%
-358.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +4.3% | +5.0% | -0.7% | +3.2% |
| 30D | +28.0% | +8.2% | +19.8% | +25.9% |
| 3M | +32.3% | -18.2% | +50.5% | +37.4% |
| 6M | +29.9% | -18.6% | +48.5% | +34.2% |
| YTD | -7.1% | +26.8% | -33.9% | -15.1% |
| 1Y | -9.2% | +31.6% | -40.8% | -17.9% |
| 3Y | +0.7% | +156.5% | -155.8% | -24.8% |
| 5Y | -21.1% | +258.6% | -279.7% | -46.8% |
| 10Y | +180.8% | +550.3% | -369.5% | +63.3% |
| All | +180.8% | +539.5% | -358.7% | +63.3% |
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