+51.5%
CART vs TKO
+89.6%
-38.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.0% |
| 7D | +1.0% | +0.7% | +0.3% | +1.0% |
| 30D | +12.6% | +1.6% | +11.0% | +12.4% |
| 3M | +23.1% | -7.8% | +30.9% | +24.1% |
| 6M | +39.5% | -13.3% | +52.8% | +41.6% |
| YTD | +13.5% | -10.3% | +23.8% | +14.7% |
| 1Y | +14.9% | -0.6% | +15.5% | +14.7% |
| All | +51.5% | +89.6% | -38.1% | +42.9% |
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