+73.5%
CART vs TCOM
+22.6%
+50.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +1.5% | +7.4% | -5.9% | +0.8% |
| 30D | +22.4% | +13.2% | +9.2% | +21.0% |
| 3M | +16.5% | -4.6% | +21.1% | +16.8% |
| 6M | +44.9% | -16.4% | +61.3% | +46.9% |
| YTD | +30.0% | -38.8% | +68.7% | +35.4% |
| 1Y | +59.1% | -37.3% | +96.4% | +65.3% |
| 3Y | +138.8% | +31.4% | +107.4% | +135.3% |
| All | +73.5% | +22.6% | +50.9% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling