+14.9%
CART vs TCOM
-42.5%
+57.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.0% | -9.5% | +10.6% | +1.8% |
| 30D | +12.6% | -10.7% | +23.3% | +13.6% |
| 3M | +23.1% | -14.6% | +37.7% | +24.8% |
| 6M | +39.5% | -19.3% | +58.9% | +42.3% |
| YTD | +13.5% | -42.9% | +56.5% | +21.2% |
| 1Y | +14.9% | -43.8% | +58.7% | +22.4% |
| All | +14.9% | -42.5% | +57.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling