+63.8%
TDG vs CART
+39.2%
+24.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | +10.0% | +22.4% | -12.4% | +8.4% |
| 3M | -0.5% | +16.5% | -17.0% | -1.7% |
| 6M | +0.3% | +44.9% | -44.6% | -2.6% |
| YTD | -8.3% | +30.0% | -38.3% | -10.4% |
| 1Y | -5.1% | +59.1% | -64.2% | -8.9% |
| 3Y | +46.5% | +138.8% | -92.3% | +40.5% |
| All | +63.8% | +39.2% | +24.6% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling