+130.3%
CART vs TRI
-10.1%
+140.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +1.3% | -2.9% | +4.2% | +2.1% |
| 30D | +19.2% | +3.7% | +15.5% | +17.1% |
| 3M | +17.6% | +3.7% | +13.8% | +15.2% |
| 6M | +47.4% | +35.1% | +12.2% | +32.2% |
| YTD | +30.9% | -14.0% | +44.9% | +34.2% |
| 1Y | +46.0% | -19.0% | +64.9% | +52.4% |
| 3Y | +130.3% | -12.0% | +142.3% | +152.8% |
| All | +130.3% | -10.1% | +140.5% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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