+71.5%
CART vs TRMB
+2.8%
+68.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.0% |
| 7D | +1.2% | -17.9% | +19.1% | +7.2% |
| 30D | +27.1% | -12.0% | +39.1% | +31.0% |
| 3M | +27.4% | -8.4% | +35.9% | +29.3% |
| 6M | +32.1% | -21.5% | +53.7% | +41.7% |
| YTD | +28.5% | -31.5% | +60.0% | +44.1% |
| 1Y | +58.8% | -33.4% | +92.2% | +79.3% |
| 3Y | +114.8% | +26.5% | +88.3% | +83.3% |
| All | +71.5% | +2.8% | +68.7% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling