+73.5%
CART vs TRGP
+239.3%
-165.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.1% |
| 7D | +1.5% | -7.2% | +8.7% | +3.0% |
| 30D | +22.4% | -4.2% | +26.6% | +23.1% |
| 3M | +16.5% | +7.0% | +9.6% | +14.1% |
| 6M | +44.9% | +11.2% | +33.6% | +39.2% |
| YTD | +30.0% | +51.1% | -21.1% | +13.4% |
| 1Y | +59.1% | +62.0% | -3.0% | +35.6% |
| 3Y | +138.8% | +248.2% | -109.4% | +70.1% |
| All | +73.5% | +239.3% | -165.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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