+62.4%
CART vs TRMB
-31.2%
+93.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -17.3% | +18.9% | +6.4% |
| 7D | +1.4% | -15.7% | +17.1% | +5.4% |
| 30D | +29.7% | -7.8% | +37.4% | +30.0% |
| 3M | +29.7% | -9.3% | +39.0% | +30.7% |
| 6M | +36.8% | -20.8% | +57.6% | +45.6% |
| YTD | +31.7% | -30.8% | +62.4% | +43.1% |
| 1Y | +62.4% | -31.0% | +93.4% | +76.0% |
| All | +62.4% | -31.2% | +93.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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