+73.5%
CART vs TAP
-31.2%
+104.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +1.5% | -7.8% | +9.3% | +2.6% |
| 30D | +22.4% | +7.1% | +15.3% | +20.9% |
| 3M | +16.5% | -7.0% | +23.6% | +17.3% |
| 6M | +44.9% | -3.8% | +48.7% | +45.3% |
| YTD | +30.0% | -11.7% | +41.7% | +30.8% |
| 1Y | +59.1% | -10.1% | +69.2% | +59.5% |
| 3Y | +138.8% | -23.7% | +162.5% | +135.9% |
| All | +73.5% | -31.2% | +104.6% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling