+62.4%
CART vs TMF
-23.9%
+86.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.1% |
| 7D | +1.4% | +4.0% | -2.6% | +0.7% |
| 30D | +29.7% | +19.5% | +10.2% | +26.0% |
| 3M | +29.7% | -3.5% | +33.3% | +29.6% |
| 6M | +36.8% | -10.6% | +47.4% | +37.5% |
| YTD | +31.7% | -17.1% | +48.7% | +35.1% |
| 1Y | +62.4% | -24.3% | +86.6% | +61.6% |
| All | +62.4% | -23.9% | +86.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling