+73.5%
CART vs TAP
-30.9%
+104.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.3% | -4.5% | +4.8% | +0.9% |
| 30D | +22.4% | +7.5% | +15.0% | +20.9% |
| 3M | +15.6% | -4.9% | +20.5% | +16.1% |
| 6M | +44.9% | -3.5% | +48.4% | +45.2% |
| YTD | +30.0% | -11.4% | +41.4% | +30.7% |
| 1Y | +56.6% | -10.8% | +67.4% | +57.3% |
| 3Y | +131.9% | -24.5% | +156.4% | +131.8% |
| All | +73.5% | -30.9% | +104.4% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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