+4.3%
TYL vs CASY
+154.8%
-150.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.5% |
| 7D | +15.1% | +1.8% | +13.3% | +14.9% |
| 30D | +30.1% | +11.2% | +18.9% | +28.7% |
| 3M | +40.4% | -19.1% | +59.5% | +42.7% |
| 6M | +31.3% | -19.9% | +51.2% | +33.9% |
| YTD | -5.2% | +25.2% | -30.4% | -12.7% |
| 1Y | -6.6% | +31.6% | -38.2% | -15.1% |
| All | +4.3% | +154.8% | -150.5% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling