+73.5%
CART vs TENB
-12.2%
+85.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +1.2% | -7.0% | +8.2% | +2.1% |
| 30D | +17.8% | -0.6% | +18.4% | +17.7% |
| 3M | +20.7% | +10.9% | +9.8% | +18.8% |
| 6M | +49.7% | +95.4% | -45.7% | +35.2% |
| YTD | +30.0% | +74.5% | -44.4% | +18.1% |
| 1Y | +48.4% | +49.2% | -0.8% | +36.9% |
| 3Y | +132.0% | +9.7% | +122.2% | +128.7% |
| All | +73.5% | -12.2% | +85.7% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling