+73.5%
CART vs TRMB
+4.9%
+68.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.3% | -16.6% | +16.8% | +5.6% |
| 30D | +22.4% | -8.9% | +31.3% | +24.7% |
| 3M | +15.6% | -6.3% | +22.0% | +16.4% |
| 6M | +44.9% | -10.0% | +54.9% | +47.6% |
| YTD | +30.0% | -30.1% | +60.1% | +44.8% |
| 1Y | +56.6% | -31.3% | +87.9% | +74.9% |
| 3Y | +131.9% | +30.8% | +101.1% | +96.0% |
| All | +73.5% | +4.9% | +68.6% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling