+39.5%
CART vs TLN
-6.8%
+46.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.0% | -1.1% |
| 7D | +1.0% | +7.1% | -6.0% | +1.3% |
| 30D | +12.6% | -3.9% | +16.5% | +12.4% |
| 3M | +23.1% | -16.2% | +39.3% | +22.3% |
| 6M | +39.5% | -5.8% | +45.4% | +41.6% |
| All | +39.5% | -6.8% | +46.3% | +41.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling