+153.1%
TE vs CART
+3.4%
+149.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -3.0% |
| 7D | +15.0% | -9.5% | +24.5% | +14.9% |
| 30D | -7.5% | -7.8% | +0.2% | -7.6% |
| 3M | -42.0% | +10.4% | -52.4% | -42.5% |
| 6M | -31.4% | +20.1% | -51.5% | -32.3% |
| YTD | -26.5% | +3.7% | -30.2% | -27.2% |
| 1Y | +153.1% | +2.6% | +150.5% | +142.5% |
| All | +153.1% | +3.4% | +149.7% | +142.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling