+49.4%
CART vs TRMB
-29.4%
+78.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.2% |
| 7D | -0.6% | +4.1% | -4.7% | -1.7% |
| 30D | +23.1% | -5.1% | +28.1% | +22.6% |
| 3M | +19.2% | -2.6% | +21.8% | +17.3% |
| 6M | +45.7% | -2.7% | +48.4% | +43.7% |
| YTD | +30.9% | -27.9% | +58.8% | +39.4% |
| All | +49.4% | -29.4% | +78.8% | +59.1% |
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