+40.2%
CART vs TPG
+68.1%
-27.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +2.4% |
| 7D | -8.7% | -11.8% | +3.2% | -5.4% |
| 30D | -4.4% | -6.3% | +1.9% | -2.7% |
| 3M | +14.6% | +13.6% | +1.1% | +10.5% |
| 6M | +24.4% | +13.8% | +10.5% | +19.2% |
| YTD | +5.0% | -23.7% | +28.8% | +12.8% |
| 1Y | +0.5% | -18.2% | +18.7% | +5.1% |
| All | +40.2% | +68.1% | -27.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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