+71.5%
CART vs TXT
+12.4%
+59.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | +1.2% | -2.5% | +3.7% | +1.5% |
| 30D | +27.1% | +12.8% | +14.3% | +25.3% |
| 3M | +27.4% | -3.6% | +31.1% | +28.0% |
| 6M | +32.1% | -6.9% | +39.1% | +32.9% |
| YTD | +28.5% | -2.2% | +30.6% | +27.1% |
| 1Y | +58.8% | +6.3% | +52.5% | +53.9% |
| 3Y | +114.8% | +10.3% | +104.5% | +108.2% |
| All | +71.5% | +12.4% | +59.1% | +70.3% |
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 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