+72.5%
CART vs TD
+120.7%
-48.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | +3.0% | -1.7% | +4.6% | +3.4% |
| 30D | +28.6% | +8.2% | +20.3% | +26.0% |
| 3M | +29.1% | +1.7% | +27.4% | +28.4% |
| 6M | +44.7% | +14.2% | +30.5% | +38.9% |
| YTD | +29.2% | +32.8% | -3.5% | +17.5% |
| 1Y | +66.2% | +55.5% | +10.7% | +42.1% |
| 3Y | +112.8% | +129.6% | -16.8% | +51.4% |
| All | +72.5% | +120.7% | -48.2% | +21.9% |
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 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