+112.8%
CART vs TENB
+12.9%
+100.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.2% |
| 7D | +3.0% | -17.0% | +19.9% | +5.7% |
| 30D | +28.6% | +8.2% | +20.4% | +27.0% |
| 3M | +29.1% | +16.5% | +12.6% | +25.6% |
| 6M | +44.7% | +99.1% | -54.4% | +26.5% |
| YTD | +29.2% | +79.0% | -49.8% | +14.1% |
| 1Y | +66.2% | +53.9% | +12.3% | +50.4% |
| 3Y | +112.8% | +13.8% | +99.0% | +92.8% |
| All | +112.8% | +12.9% | +100.0% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling