+66.2%
CART vs TMF
-22.9%
+89.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | +3.0% | +1.2% | +1.8% | +2.7% |
| 30D | +28.6% | +19.7% | +8.8% | +24.4% |
| 3M | +29.1% | -2.1% | +31.2% | +28.8% |
| 6M | +44.7% | -13.4% | +58.2% | +45.8% |
| YTD | +29.2% | -16.7% | +45.9% | +33.4% |
| 1Y | +66.2% | -23.3% | +89.5% | +67.9% |
| All | +66.2% | -22.9% | +89.0% | +67.9% |
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