+73.5%
CART vs TD
+123.3%
-49.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | +22.4% | +7.6% | +14.8% | +20.1% |
| 3M | +15.6% | +3.0% | +12.6% | +14.6% |
| 6M | +44.9% | +16.8% | +28.1% | +38.2% |
| YTD | +30.0% | +34.3% | -4.4% | +17.9% |
| 1Y | +56.6% | +56.0% | +0.7% | +34.0% |
| 3Y | +131.9% | +132.4% | -0.4% | +64.4% |
| All | +73.5% | +123.3% | -49.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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