-7.7%
TE vs CART
+14.3%
-21.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -6.0% | +16.0% | +12.1% |
| 7D | +18.2% | -4.1% | +22.3% | +19.5% |
| 30D | -13.5% | -4.3% | -9.2% | -12.7% |
| 3M | -44.6% | +13.1% | -57.7% | -47.9% |
| 6M | -24.7% | +26.0% | -50.7% | -33.2% |
| YTD | -24.3% | +6.7% | -31.0% | -28.5% |
| 1Y | +155.6% | +6.3% | +149.3% | +138.6% |
| All | -7.7% | +14.3% | -21.9% | -35.5% |
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