Portfolio Backtest

Portfolio backtesting with taxes, cash flows, and rebalancing

Backtest allocations with contributions, withdrawals, strategy sleeves, rebalancing rules, and tax-aware accounting.

Open 80/20 exampleRead portfolio docs

What you can model

  • Multiple allocations and strategy sleeves in one portfolio.
  • Recurring or one-time contributions and withdrawals.
  • Portfolio-level and strategy-level rebalancing policies.

Assumptions shown with each result

Each result shows the price mode, date range, rebalancing schedule, tax profile, and saved strategy references used in the calculation.

When to move into tax-aware mode

  • The strategy has meaningful turnover.
  • The account is taxable and lot selection matters.
  • Taxes and settlement can change which allocation has the highest ending value.

FAQ

Is this only for simple buy-and-hold portfolios?
No. The model supports reusable strategies, conditional logic, tax-aware replay, and separate rebalance layers, so it can represent more than a static allocation.
Can I save and reopen an analysis later?
Yes. You can reopen saved analyses and reuse definitions from your Library.

Related pages

Tax-aware backtesting

How the engine models lots, wash sales, and settlement.

Rebalancing guide

Time-based and threshold-based policy details.

Strategies guide

Reusable strategy definitions and the Strategy Leaderboard workflow.