+111.6%
CART vs TLN
+496.7%
-385.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -2.1% |
| 7D | +1.2% | -9.4% | +10.5% | +2.0% |
| 30D | +27.1% | -15.2% | +42.3% | +28.8% |
| 3M | +27.4% | -4.1% | +31.6% | +27.2% |
| 6M | +32.1% | -17.8% | +50.0% | +33.5% |
| YTD | +28.5% | -15.6% | +44.1% | +28.3% |
| 1Y | +58.8% | -21.6% | +80.4% | +60.1% |
| All | +111.6% | +496.7% | -385.0% | +6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling