+81.2%
TPG vs CASY
+158.0%
-76.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +1.9% |
| 7D | -9.4% | -18.6% | +9.2% | -6.4% |
| 30D | -5.3% | -26.6% | +21.4% | -0.5% |
| 3M | +12.9% | -32.8% | +45.7% | +20.3% |
| 6M | +20.1% | -10.0% | +30.1% | +18.6% |
| YTD | -22.5% | +11.6% | -34.1% | -28.2% |
| 1Y | -19.7% | +11.5% | -31.2% | -25.8% |
| 3Y | +81.2% | +160.7% | -79.5% | +32.2% |
| All | +81.2% | +158.0% | -76.8% | +32.2% |
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