+75.7%
CART vs THC
+318.7%
-243.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.6% | -8.0% | +0.4% |
| 7D | +1.4% | +8.8% | -7.5% | +0.3% |
| 30D | +29.7% | +12.6% | +17.0% | +27.8% |
| 3M | +29.7% | +15.4% | +14.4% | +27.4% |
| 6M | +36.8% | +57.7% | -20.9% | +28.9% |
| YTD | +31.7% | +47.1% | -15.4% | +24.5% |
| 1Y | +62.4% | +40.7% | +21.7% | +54.5% |
| 3Y | +120.1% | +432.1% | -312.1% | +24.4% |
| All | +75.7% | +318.7% | -243.0% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling