+42.4%
CART vs TDY
+44.0%
-1.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | -4.3% | -12.5% | +8.1% | -2.3% |
| 3M | +13.1% | -1.2% | +14.3% | +13.0% |
| 6M | +26.0% | -6.6% | +32.6% | +26.9% |
| YTD | +6.7% | +18.5% | -11.8% | +0.9% |
| 1Y | +6.3% | +10.8% | -4.5% | +1.9% |
| All | +42.4% | +44.0% | -1.6% | +14.0% |
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