+74.7%
CART vs TRGP
+268.7%
-194.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +1.3% | +12.4% | -11.1% | -1.1% |
| 30D | +19.2% | +2.6% | +16.6% | +18.2% |
| 3M | +17.6% | +11.9% | +5.7% | +14.1% |
| 6M | +47.4% | +13.9% | +33.4% | +41.5% |
| YTD | +30.9% | +64.2% | -33.3% | +12.2% |
| 1Y | +46.0% | +78.5% | -32.5% | +21.8% |
| 3Y | +130.3% | +272.9% | -142.6% | +61.2% |
| All | +74.7% | +268.7% | -194.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling