+60.9%
TDG vs CART
+38.4%
+22.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +4.4% | +3.0% | +1.4% | +4.2% |
| 30D | +9.2% | +28.6% | -19.4% | +7.2% |
| 3M | -5.2% | +29.1% | -34.2% | -7.0% |
| 6M | -2.9% | +44.7% | -47.7% | -5.7% |
| YTD | -10.0% | +29.2% | -39.2% | -12.0% |
| 1Y | -5.9% | +66.2% | -72.0% | -9.9% |
| 3Y | +57.6% | +112.8% | -55.2% | +50.6% |
| All | +60.9% | +38.4% | +22.5% | +54.3% |
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