+46.0%
CART vs TD
+52.8%
-6.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.3% | +1.1% | +0.2% | +1.3% |
| 30D | +19.2% | +5.2% | +14.0% | +19.5% |
| 3M | +17.6% | +1.2% | +16.3% | +17.4% |
| 6M | +47.4% | +17.7% | +29.6% | +50.1% |
| YTD | +30.9% | +34.2% | -3.3% | +33.1% |
| 1Y | +46.0% | +55.4% | -9.5% | +61.9% |
| All | +46.0% | +52.8% | -6.8% | +61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling