+56.6%
CART vs TXT
+5.9%
+50.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | +0.2% |
| 7D | +0.3% | -1.1% | +1.3% | +0.1% |
| 30D | +22.4% | +17.1% | +5.4% | +25.3% |
| 3M | +15.6% | -2.6% | +18.3% | +14.9% |
| 6M | +44.9% | -4.6% | +49.5% | +43.3% |
| YTD | +30.0% | -0.3% | +30.3% | +31.9% |
| 1Y | +56.6% | +5.9% | +50.7% | +62.2% |
| All | +56.6% | +5.9% | +50.7% | +62.2% |
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