+409.5%
TRGP vs CASY
+250.1%
+159.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -16.0% | +1.1% | -17.1% | -16.2% |
| 30D | -6.4% | +8.7% | -15.1% | -8.2% |
| 3M | -1.0% | -17.3% | +16.4% | +2.7% |
| 6M | +7.0% | -19.7% | +26.7% | +11.2% |
| YTD | +46.1% | +24.8% | +21.3% | +35.8% |
| 1Y | +58.7% | +31.9% | +26.8% | +45.2% |
| 3Y | +221.9% | +155.4% | +66.5% | +138.5% |
| All | +409.5% | +250.1% | +159.4% | +234.6% |
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