-9.3%
TDG vs CART
+14.4%
-23.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | -2.0% | +1.0% | -3.1% | -2.0% |
| 30D | -7.4% | +12.6% | -20.0% | -7.6% |
| 3M | -5.4% | +23.1% | -28.5% | -5.8% |
| 6M | -11.6% | +39.5% | -51.2% | -12.5% |
| YTD | -12.6% | +13.5% | -26.2% | -13.0% |
| 1Y | -9.3% | +14.9% | -24.2% | -10.8% |
| All | -9.3% | +14.4% | -23.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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