-65.1%
TE vs CART
+40.2%
-105.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -19.1% | +1.3% | -20.4% | -19.4% |
| 30D | -34.1% | +19.2% | -53.3% | -38.1% |
| 3M | -60.1% | +17.6% | -77.7% | -62.7% |
| 6M | -66.0% | +47.4% | -113.3% | -71.2% |
| YTD | -71.4% | +30.9% | -102.3% | -75.0% |
| 1Y | -45.3% | +46.0% | -91.2% | -54.3% |
| 3Y | +9.1% | +130.3% | -121.2% | -36.2% |
| All | -65.1% | +40.2% | -105.3% | -77.4% |
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