+72.5%
CART vs TRI
-7.3%
+79.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.9% |
| 7D | +3.0% | -4.8% | +7.8% | +4.1% |
| 30D | +28.6% | +13.4% | +15.2% | +23.0% |
| 3M | +29.1% | +13.1% | +15.9% | +23.4% |
| 6M | +44.7% | +24.4% | +20.3% | +32.9% |
| YTD | +29.2% | -11.4% | +40.7% | +31.3% |
| 1Y | +66.2% | -15.6% | +81.7% | +71.2% |
| 3Y | +112.8% | -6.5% | +119.3% | +110.4% |
| All | +72.5% | -7.3% | +79.7% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling