+111.6%
CART vs THC
+418.9%
-307.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.2% |
| 7D | +1.2% | +5.9% | -4.7% | +0.6% |
| 30D | +27.1% | +10.8% | +16.3% | +25.7% |
| 3M | +27.4% | +9.4% | +18.0% | +26.1% |
| 6M | +32.1% | +53.3% | -21.1% | +26.1% |
| YTD | +28.5% | +44.2% | -15.7% | +22.8% |
| 1Y | +58.8% | +37.3% | +21.5% | +52.9% |
| All | +111.6% | +418.9% | -307.3% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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