+51.5%
CART vs TENB
-26.7%
+78.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +1.0% | -9.1% | +10.1% | +2.2% |
| 30D | +12.6% | -4.9% | +17.5% | +13.1% |
| 3M | +23.1% | +16.9% | +6.2% | +19.6% |
| 6M | +39.5% | +68.0% | -28.4% | +27.9% |
| YTD | +13.5% | +45.6% | -32.0% | +5.6% |
| 1Y | +14.9% | +12.7% | +2.1% | +9.5% |
| All | +51.5% | -26.7% | +78.2% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling