+42.4%
CART vs TPG
+82.4%
-39.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.1% |
| 7D | -4.1% | -2.9% | -1.2% | -3.3% |
| 30D | -4.3% | +5.0% | -9.4% | -5.6% |
| 3M | +13.1% | +24.9% | -11.8% | +6.2% |
| 6M | +26.0% | +21.1% | +4.9% | +18.8% |
| YTD | +6.7% | -17.3% | +24.0% | +12.1% |
| 1Y | +6.3% | -9.8% | +16.1% | +8.1% |
| All | +42.4% | +82.4% | -39.9% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling