+66.3%
TPG vs CASY
+228.0%
-161.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -11.8% | -17.2% | +5.4% | -7.7% |
| 30D | -6.3% | -24.4% | +18.1% | +0.3% |
| 3M | +13.6% | -31.4% | +45.0% | +24.3% |
| 6M | +13.8% | -8.9% | +22.7% | +12.5% |
| YTD | -23.7% | +13.8% | -37.6% | -30.7% |
| 1Y | -18.2% | +17.0% | -35.1% | -26.7% |
| 3Y | +80.1% | +163.1% | -83.0% | +12.0% |
| All | +66.3% | +228.0% | -161.6% | -12.3% |
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