+38.4%
CART vs TKO
+94.8%
-56.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.6% |
| 7D | -9.5% | +0.7% | -10.2% | -9.6% |
| 30D | -7.8% | +0.9% | -8.6% | -7.9% |
| 3M | +10.4% | -6.2% | +16.6% | +11.0% |
| 6M | +20.1% | -5.6% | +25.7% | +20.6% |
| YTD | +3.7% | -7.8% | +11.5% | +4.4% |
| 1Y | +2.6% | -1.2% | +3.8% | +2.4% |
| All | +38.4% | +94.8% | -56.4% | +30.1% |
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