-10.3%
TYL vs CASY
+31.2%
-41.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.9% |
| 7D | +4.3% | +5.0% | -0.7% | +4.5% |
| 30D | +28.0% | +8.2% | +19.8% | +28.6% |
| 3M | +32.3% | -18.2% | +50.5% | +28.3% |
| 6M | +29.9% | -18.6% | +48.5% | +25.6% |
| YTD | -7.1% | +26.8% | -33.9% | -11.8% |
| All | -10.3% | +31.2% | -41.4% | -15.7% |
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