+42.4%
CART vs TENB
-27.9%
+70.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.8% |
| 7D | -4.1% | -5.0% | +0.9% | -3.5% |
| 30D | -4.3% | -7.4% | +3.0% | -3.6% |
| 3M | +13.1% | +22.3% | -9.2% | +9.2% |
| 6M | +26.0% | +60.2% | -34.2% | +16.2% |
| YTD | +6.7% | +43.2% | -36.5% | -0.6% |
| 1Y | +6.3% | +8.2% | -1.9% | +1.8% |
| All | +42.4% | -27.9% | +70.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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