+72.5%
CART vs TXT
+10.1%
+62.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.8% |
| 7D | +3.0% | -2.5% | +5.5% | +3.2% |
| 30D | +28.6% | +14.4% | +14.2% | +26.5% |
| 3M | +29.1% | -4.9% | +34.0% | +29.8% |
| 6M | +44.7% | -10.2% | +54.9% | +46.2% |
| YTD | +29.2% | -4.1% | +33.3% | +28.1% |
| 1Y | +66.2% | +4.0% | +62.2% | +61.4% |
| 3Y | +112.8% | +8.0% | +104.9% | +106.6% |
| All | +72.5% | +10.1% | +62.3% | +71.6% |
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