+72.5%
CART vs TRMB
+3.7%
+68.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | +3.0% | -16.7% | +19.6% | +8.5% |
| 30D | +28.6% | -9.9% | +38.5% | +31.4% |
| 3M | +29.1% | -7.6% | +36.7% | +30.6% |
| 6M | +44.7% | -14.7% | +59.4% | +50.4% |
| YTD | +29.2% | -30.9% | +60.2% | +44.5% |
| 1Y | +66.2% | -31.3% | +97.5% | +85.5% |
| 3Y | +112.8% | +29.4% | +83.4% | +80.6% |
| All | +72.5% | +3.7% | +68.8% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling