+72.5%
CART vs TXG
+30.3%
+42.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +3.0% | -15.4% | +18.4% | +4.4% |
| 30D | +28.6% | -22.1% | +50.7% | +31.1% |
| 3M | +29.1% | +30.0% | -0.9% | +23.9% |
| 6M | +44.7% | +160.7% | -116.0% | +28.2% |
| YTD | +29.2% | +263.5% | -234.2% | +8.6% |
| 1Y | +66.2% | +356.0% | -289.8% | +34.3% |
| 3Y | +112.8% | +53.4% | +59.4% | +103.1% |
| All | +72.5% | +30.3% | +42.2% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling