+74.7%
CART vs TENB
-8.1%
+82.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.4% |
| 7D | -0.6% | -9.3% | +8.7% | +0.6% |
| 30D | +23.1% | +5.3% | +17.8% | +22.2% |
| 3M | +19.2% | +13.5% | +5.7% | +17.0% |
| 6M | +45.7% | +101.5% | -55.8% | +31.2% |
| YTD | +30.9% | +82.4% | -51.6% | +18.2% |
| 1Y | +50.2% | +53.0% | -2.9% | +38.1% |
| 3Y | +133.5% | +14.8% | +118.8% | +129.0% |
| All | +74.7% | -8.1% | +82.8% | +62.3% |
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