-64.1%
TE vs CART
+39.2%
-103.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.3% |
| 7D | -13.6% | +1.2% | -14.8% | -13.9% |
| 30D | -37.7% | +17.8% | -55.4% | -41.2% |
| 3M | -59.8% | +20.7% | -80.5% | -62.8% |
| 6M | -66.3% | +49.7% | -116.0% | -71.7% |
| YTD | -70.5% | +30.0% | -100.5% | -74.1% |
| 1Y | -48.8% | +48.4% | -97.2% | -57.7% |
| 3Y | +31.3% | +132.0% | -100.6% | -23.5% |
| All | -64.1% | +39.2% | -103.3% | -76.7% |
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