Tax-Aware Backtesting

After-Tax Return Calculator

Calculate after-tax portfolio returns from historical data with tax lots, realization timing, dividends, and rebalancing modeled explicitly.

Two portfolios with similar pre-tax returns can end in very different places after taxes. Turnover, dividend treatment, and when gains are realized all change the after-tax result.

ArthaPilot's tax-aware backtest computes the after-tax path directly: it tracks tax lots, applies your filing assumptions, and reports pre-tax and after-tax results side by side.

What it calculates

  • Pre-tax and after-tax ending values for the same allocation and date range.
  • Tax drag by year from realized gains, dividends, and rebalancing trades.
  • Lot-level realization under the configured cost-basis method.

Why a flat haircut is not enough

Multiplying a pre-tax return by one minus a tax rate ignores timing. Deferred gains compound before they are taxed, and realization timing is exactly what rebalancing and withdrawals change. The backtest models the timing instead of approximating it away.

Access

Portfolio backtests run free with no sign-up. Tax-aware mode uses your filing assumptions; the linked example opens with a populated taxable portfolio.

FAQ

Does it use my actual tax return?

No. It applies the filing status, bracket, and rate assumptions you configure. It is a modeling tool, not tax preparation.

Can it compare a taxable account against an IRA?

Yes. Account-type assumptions are part of the household workflows, so the same allocation can be compared under taxable and tax-advantaged treatment.

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