+130.3%
CART vs TXG
+65.2%
+65.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +1.3% | -1.8% | +3.1% | +1.4% |
| 30D | +19.2% | -20.4% | +39.6% | +21.0% |
| 3M | +17.6% | +0.1% | +17.5% | +16.1% |
| 6M | +47.4% | +176.2% | -128.8% | +31.5% |
| YTD | +30.9% | +256.8% | -225.9% | +12.2% |
| 1Y | +46.0% | +255.9% | -209.9% | +24.6% |
| 3Y | +130.3% | +60.2% | +70.1% | +98.3% |
| All | +130.3% | +65.2% | +65.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling