+112.8%
CART vs TCOM
+30.2%
+82.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +3.0% | +12.1% | -9.1% | +1.9% |
| 30D | +28.6% | +16.5% | +12.1% | +26.8% |
| 3M | +29.1% | -4.0% | +33.1% | +29.3% |
| 6M | +44.7% | -18.5% | +63.2% | +46.9% |
| YTD | +29.2% | -38.3% | +67.5% | +34.2% |
| 1Y | +66.2% | -36.6% | +102.8% | +72.2% |
| 3Y | +112.8% | +31.1% | +81.7% | +115.5% |
| All | +112.8% | +30.2% | +82.6% | +115.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling