+71.5%
CART vs TAP
-27.0%
+98.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.1% |
| 7D | +1.2% | +7.7% | -6.5% | +0.1% |
| 30D | +27.1% | +14.4% | +12.7% | +24.4% |
| 3M | +27.4% | +2.0% | +25.4% | +26.8% |
| 6M | +32.1% | +2.5% | +29.6% | +31.3% |
| YTD | +28.5% | -6.4% | +34.9% | +28.3% |
| 1Y | +58.8% | -2.3% | +61.1% | +57.3% |
| 3Y | +114.8% | -20.3% | +135.1% | +113.3% |
| All | +71.5% | -27.0% | +98.5% | +79.4% |
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