+73.5%
CART vs TKO
+98.6%
-25.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.1% | -0.4% |
| 7D | +1.2% | +2.6% | -1.4% | +0.9% |
| 30D | +17.8% | +11.6% | +6.2% | +16.3% |
| 3M | +20.7% | -0.1% | +20.8% | +20.7% |
| 6M | +49.7% | +6.7% | +43.0% | +48.6% |
| YTD | +30.0% | -6.0% | +36.0% | +30.6% |
| 1Y | +48.4% | +8.5% | +39.9% | +47.0% |
| 3Y | +132.0% | +150.9% | -19.0% | +130.4% |
| All | +73.5% | +98.6% | -25.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling