+5.6%
CART vs TKO
-0.1%
+5.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.0% | -6.8% |
| 7D | -4.1% | +7.2% | -11.3% | -5.3% |
| 30D | -4.3% | +4.7% | -9.0% | -5.1% |
| 3M | +13.1% | -3.2% | +16.3% | +13.4% |
| 6M | +26.0% | -2.9% | +28.9% | +26.6% |
| YTD | +6.7% | -5.8% | +12.5% | +7.6% |
| All | +5.6% | -0.1% | +5.6% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling