+51.5%
CART vs TXT
+4.2%
+47.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.0% | -4.8% | +5.8% | +1.6% |
| 30D | +12.6% | -10.6% | +23.2% | +14.1% |
| 3M | +23.1% | -13.2% | +36.3% | +24.9% |
| 6M | +39.5% | -20.3% | +59.9% | +43.6% |
| YTD | +13.5% | -9.3% | +22.8% | +13.3% |
| 1Y | +14.9% | -2.7% | +17.6% | +12.5% |
| All | +51.5% | +4.2% | +47.3% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling