+75.0%
TEM vs CART
+79.2%
-4.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.4% | -6.0% |
| 7D | -9.5% | +1.2% | -10.7% | -9.8% |
| 30D | -2.2% | +27.1% | -29.2% | -10.2% |
| 3M | +50.8% | +27.4% | +23.4% | +37.5% |
| 6M | +30.3% | +32.1% | -1.9% | +16.5% |
| YTD | +19.3% | +28.5% | -9.2% | +7.1% |
| 1Y | -14.4% | +58.8% | -73.2% | -28.6% |
| All | +75.0% | +79.2% | -4.2% | +28.9% |
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