+46.0%
CART vs TXT
+1.6%
+44.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | +19.2% | +13.3% | +5.8% | +21.5% |
| 3M | +17.6% | -5.0% | +22.5% | +16.5% |
| 6M | +47.4% | -8.4% | +55.8% | +45.0% |
| YTD | +30.9% | -4.0% | +34.9% | +31.6% |
| 1Y | +46.0% | +2.8% | +43.2% | +49.7% |
| All | +46.0% | +1.6% | +44.4% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling