+73.5%
CART vs TECH
+4.4%
+69.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +1.2% | +0.2% | +0.9% | +1.2% |
| 30D | +17.8% | +0.5% | +17.3% | +17.7% |
| 3M | +20.7% | +1.0% | +19.7% | +20.5% |
| 6M | +49.7% | +54.1% | -4.3% | +39.8% |
| YTD | +30.0% | +24.4% | +5.6% | +25.0% |
| 1Y | +48.4% | +19.3% | +29.1% | +43.5% |
| 3Y | +132.0% | +28.5% | +103.4% | +98.9% |
| All | +73.5% | +4.4% | +69.2% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling