+6.7%
TEM vs CART
+47.6%
-40.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.2% |
| 7D | +7.8% | +1.2% | +6.6% | +7.3% |
| 30D | +11.2% | +17.8% | -6.5% | +4.5% |
| 3M | +39.0% | +20.7% | +18.3% | +28.4% |
| 6M | +61.6% | +49.7% | +11.9% | +37.4% |
| YTD | +28.5% | +30.0% | -1.5% | +11.9% |
| 1Y | +6.7% | +48.4% | -41.7% | -8.5% |
| All | +6.7% | +47.6% | -40.8% | -8.5% |
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