+66.2%
CART vs TXG
+350.5%
-284.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.5% |
| 7D | +3.0% | -15.4% | +18.4% | +3.5% |
| 30D | +28.6% | -22.1% | +50.7% | +29.4% |
| 3M | +29.1% | +30.0% | -0.9% | +27.3% |
| 6M | +44.7% | +160.7% | -116.0% | +43.1% |
| YTD | +29.2% | +263.5% | -234.2% | +26.6% |
| 1Y | +66.2% | +356.0% | -289.8% | +63.1% |
| All | +66.2% | +350.5% | -284.3% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling