+51.5%
CART vs TPG
+88.6%
-37.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +1.0% | -2.4% | +3.5% | +1.7% |
| 30D | +12.6% | +11.1% | +1.5% | +9.3% |
| 3M | +23.1% | +26.3% | -3.1% | +15.2% |
| 6M | +39.5% | +18.3% | +21.2% | +32.4% |
| YTD | +13.5% | -14.4% | +28.0% | +18.1% |
| 1Y | +14.9% | -6.7% | +21.6% | +15.7% |
| All | +51.5% | +88.6% | -37.1% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling