+69.0%
TPG vs CASY
+221.6%
-152.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.1% |
| 7D | -9.4% | -18.6% | +9.2% | -4.8% |
| 30D | -5.3% | -26.6% | +21.4% | +2.1% |
| 3M | +12.9% | -32.8% | +45.7% | +24.2% |
| 6M | +20.1% | -10.0% | +30.1% | +19.0% |
| YTD | -22.5% | +11.6% | -34.1% | -29.2% |
| 1Y | -19.7% | +11.5% | -31.2% | -26.9% |
| 3Y | +81.2% | +160.7% | -79.5% | +12.6% |
| All | +69.0% | +221.6% | -152.6% | -10.5% |
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