+60.5%
TEM vs CART
+58.4%
+2.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +0.9% | +1.0% | -0.1% | +0.5% |
| 30D | +38.4% | +12.6% | +25.8% | +32.5% |
| 3M | +23.7% | +23.1% | +0.5% | +14.4% |
| 6M | +26.0% | +39.5% | -13.5% | +11.5% |
| YTD | +9.4% | +13.5% | -4.1% | +3.3% |
| 1Y | -17.3% | +14.9% | -32.1% | -23.2% |
| All | +60.5% | +58.4% | +2.2% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling