-19.3%
TYL vs CASY
+254.0%
-273.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.3% |
| 7D | +15.1% | +1.8% | +13.3% | +14.7% |
| 30D | +30.1% | +11.2% | +18.9% | +27.4% |
| 3M | +40.4% | -19.1% | +59.5% | +45.7% |
| 6M | +31.3% | -19.9% | +51.2% | +36.1% |
| YTD | -5.2% | +25.2% | -30.4% | -14.7% |
| 1Y | -6.6% | +31.6% | -38.2% | -17.4% |
| 3Y | +3.4% | +155.4% | -152.0% | -28.7% |
| 5Y | -19.3% | +251.5% | -270.8% | -53.9% |
| All | -19.3% | +254.0% | -273.3% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling