+72.5%
CART vs TW
+53.6%
+18.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | +3.0% | +4.2% | -1.3% | +2.1% |
| 30D | +28.6% | +18.9% | +9.6% | +24.1% |
| 3M | +29.1% | +23.8% | +5.3% | +23.6% |
| 6M | +44.7% | +17.0% | +27.7% | +39.9% |
| YTD | +29.2% | +19.2% | +10.0% | +23.6% |
| 1Y | +66.2% | +20.1% | +46.1% | +58.6% |
| 3Y | +112.8% | +40.5% | +72.3% | +117.9% |
| All | +72.5% | +53.6% | +18.8% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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