+72.5%
CART vs TLN
+516.8%
-444.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.1% | -6.5% | -0.1% |
| 7D | +3.0% | -1.3% | +4.3% | +3.0% |
| 30D | +28.6% | -10.5% | +39.0% | +29.6% |
| 3M | +29.1% | +0.1% | +29.0% | +28.3% |
| 6M | +44.7% | -17.4% | +62.1% | +46.4% |
| YTD | +29.2% | -9.7% | +38.9% | +28.1% |
| 1Y | +66.2% | -12.3% | +78.4% | +65.1% |
| 3Y | +112.8% | +528.3% | -415.5% | +13.6% |
| All | +72.5% | +516.8% | -444.4% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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