-5.8%
TDG vs CART
+61.3%
-67.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.7% |
| 7D | +7.1% | +1.4% | +5.7% | +7.0% |
| 30D | +11.4% | +29.7% | -18.3% | +10.2% |
| 3M | -4.6% | +29.7% | -34.3% | -5.6% |
| 6M | +5.8% | +36.8% | -31.0% | +4.5% |
| YTD | -8.5% | +31.7% | -40.2% | -9.2% |
| 1Y | -5.8% | +62.4% | -68.2% | -9.9% |
| All | -5.8% | +61.3% | -67.1% | -9.9% |
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