+73.5%
CART vs TRMB
+7.0%
+66.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +1.2% | +4.1% | -2.9% | -0.2% |
| 30D | +17.8% | -7.0% | +24.8% | +19.1% |
| 3M | +20.7% | -0.9% | +21.6% | +19.1% |
| 6M | +49.7% | -1.2% | +50.9% | +47.5% |
| YTD | +30.0% | -28.7% | +58.8% | +43.9% |
| 1Y | +48.4% | -32.1% | +80.5% | +66.5% |
| 3Y | +132.0% | +33.4% | +98.6% | +94.7% |
| All | +73.5% | +7.0% | +66.6% | +56.5% |
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