+138.8%
CART vs TDY
+69.0%
+69.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | 0.0% |
| 7D | +1.5% | -2.5% | +4.0% | +1.8% |
| 30D | +22.4% | +4.8% | +17.6% | +21.4% |
| 3M | +16.5% | -6.9% | +23.5% | +17.5% |
| 6M | +44.9% | +3.5% | +41.3% | +43.3% |
| YTD | +30.0% | +26.0% | +4.0% | +21.9% |
| 1Y | +59.1% | +25.4% | +33.7% | +49.2% |
| 3Y | +138.8% | +70.9% | +67.9% | +76.5% |
| All | +138.8% | +69.0% | +69.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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