+2.6%
CART vs TPG
-12.8%
+15.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.0% |
| 7D | -9.5% | -6.5% | -3.0% | -8.1% |
| 30D | -7.8% | +0.1% | -7.8% | -7.6% |
| 3M | +10.4% | +14.5% | -4.1% | +7.8% |
| 6M | +20.1% | +17.3% | +2.7% | +16.7% |
| YTD | +3.7% | -20.5% | +24.2% | +9.0% |
| 1Y | +2.6% | -13.2% | +15.8% | +3.8% |
| All | +2.6% | -12.8% | +15.4% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling