+73.1%
TPG vs CASY
+272.4%
-199.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +5.0% | +3.6% | +1.5% | +4.1% |
| 30D | +15.7% | +9.1% | +6.6% | +13.1% |
| 3M | -10.6% | -16.5% | +5.9% | -6.8% |
| 6M | +15.9% | -19.7% | +35.6% | +21.6% |
| YTD | -20.6% | +29.3% | -49.9% | -30.2% |
| 1Y | -11.8% | +33.1% | -44.9% | -23.5% |
| 3Y | +71.6% | +158.5% | -87.0% | +10.8% |
| All | +73.1% | +272.4% | -199.4% | -11.8% |
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