+74.7%
CART vs TMF
-45.8%
+120.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.7% |
| 7D | +1.3% | -9.3% | +10.6% | +1.7% |
| 30D | +19.2% | +1.9% | +17.2% | +19.1% |
| 3M | +17.6% | -11.2% | +28.8% | +18.0% |
| 6M | +47.4% | -17.7% | +65.1% | +48.2% |
| YTD | +30.9% | -24.5% | +55.3% | +31.8% |
| 1Y | +46.0% | -29.4% | +75.4% | +47.1% |
| 3Y | +130.3% | -33.4% | +163.7% | +119.7% |
| All | +74.7% | -45.8% | +120.5% | +62.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling