+111.6%
CART vs TMF
-25.2%
+136.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +1.2% | +2.7% | -1.5% | +1.1% |
| 30D | +27.1% | +19.3% | +7.8% | +26.8% |
| 3M | +27.4% | -3.7% | +31.1% | +27.3% |
| 6M | +32.1% | -11.3% | +43.4% | +31.9% |
| YTD | +28.5% | -16.6% | +45.1% | +28.2% |
| 1Y | +58.8% | -21.1% | +79.9% | +58.2% |
| All | +111.6% | -25.2% | +136.8% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling