+61.7%
TDG vs CART
+39.2%
+22.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | +1.2% | +1.2% | 0.0% | +1.1% |
| 30D | +8.1% | +17.8% | -9.6% | +6.9% |
| 3M | -2.6% | +20.7% | -23.3% | -4.0% |
| 6M | +1.0% | +49.7% | -48.7% | -2.1% |
| YTD | -9.5% | +30.0% | -39.6% | -11.6% |
| 1Y | -8.0% | +48.4% | -56.4% | -11.2% |
| 3Y | +41.8% | +132.0% | -90.2% | +35.9% |
| All | +61.7% | +39.2% | +22.4% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling