+56.6%
CART vs TXG
+314.1%
-257.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.7% | -9.1% | +0.4% |
| 7D | +1.5% | +5.5% | -4.0% | +1.4% |
| 30D | +22.4% | -19.3% | +41.7% | +22.7% |
| 3M | +16.5% | +25.0% | -8.5% | +15.9% |
| 6M | +44.9% | +201.2% | -156.3% | +48.8% |
| YTD | +30.0% | +298.8% | -268.9% | +37.4% |
| All | +56.6% | +314.1% | -257.5% | +65.5% |
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