+51.5%
CART vs TD
+117.8%
-66.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +12.6% | +0.4% | +12.2% | +12.4% |
| 3M | +23.1% | +7.6% | +15.5% | +20.4% |
| 6M | +39.5% | +25.0% | +14.5% | +29.6% |
| YTD | +13.5% | +31.0% | -17.5% | +3.6% |
| 1Y | +14.9% | +65.2% | -50.3% | -4.5% |
| All | +51.5% | +117.8% | -66.3% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling