+72.5%
CART vs TAP
-30.3%
+102.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.2% |
| 7D | +3.0% | +0.5% | +2.4% | +2.8% |
| 30D | +28.6% | +9.1% | +19.4% | +26.7% |
| 3M | +29.1% | -3.8% | +32.9% | +29.4% |
| 6M | +44.7% | -3.4% | +48.2% | +45.0% |
| YTD | +29.2% | -10.6% | +39.9% | +29.8% |
| 1Y | +66.2% | -4.4% | +70.6% | +64.9% |
| 3Y | +112.8% | -24.4% | +137.2% | +113.7% |
| All | +72.5% | -30.3% | +102.8% | +81.6% |
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