+74.7%
CART vs TXT
+13.3%
+61.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.5% |
| 30D | +23.1% | +13.4% | +9.7% | +21.3% |
| 3M | +19.2% | -2.5% | +21.7% | +19.5% |
| 6M | +45.7% | -6.2% | +51.9% | +46.4% |
| YTD | +30.9% | -1.3% | +32.2% | +29.3% |
| 1Y | +50.2% | +4.3% | +45.9% | +46.3% |
| 3Y | +133.5% | +13.2% | +120.3% | +129.9% |
| All | +74.7% | +13.3% | +61.4% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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