+42.4%
CART vs TXG
+44.1%
-1.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.7% | -10.7% | -6.5% |
| 7D | -4.1% | +9.4% | -13.5% | -5.1% |
| 30D | -4.3% | +26.1% | -30.4% | -6.9% |
| 3M | +13.1% | +124.8% | -111.7% | +3.2% |
| 6M | +26.0% | +215.2% | -189.2% | +9.9% |
| YTD | +6.7% | +302.2% | -295.5% | -10.3% |
| 1Y | +6.3% | +370.9% | -364.7% | -13.7% |
| All | +42.4% | +44.1% | -1.7% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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