+73.5%
CART vs TKO
+104.3%
-30.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +0.1% |
| 7D | +1.5% | +7.8% | -6.3% | +0.7% |
| 30D | +22.4% | +12.2% | +10.2% | +20.8% |
| 3M | +16.5% | +7.5% | +9.1% | +15.6% |
| 6M | +44.9% | +7.7% | +37.1% | +43.6% |
| YTD | +30.0% | -3.3% | +33.3% | +30.1% |
| 1Y | +59.1% | +11.1% | +48.0% | +57.2% |
| 3Y | +138.8% | +141.0% | -2.2% | +135.4% |
| All | +73.5% | +104.3% | -30.9% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling