+73.5%
CART vs TLN
+561.4%
-488.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -0.1% |
| 7D | +1.5% | +9.1% | -7.5% | +0.6% |
| 30D | +22.4% | -4.1% | +26.5% | +22.7% |
| 3M | +16.5% | +4.4% | +12.1% | +15.4% |
| 6M | +44.9% | -6.0% | +50.9% | +44.6% |
| YTD | +30.0% | -3.1% | +33.1% | +28.0% |
| 1Y | +59.1% | -6.1% | +65.1% | +57.0% |
| 3Y | +138.8% | +575.3% | -436.5% | +26.2% |
| All | +73.5% | +561.4% | -488.0% | -13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling