+21.3%
TFC vs CART
+61.3%
-40.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.9% |
| 7D | +5.1% | +1.4% | +3.7% | +5.0% |
| 30D | +9.8% | +29.7% | -19.9% | +9.1% |
| 3M | -2.4% | +29.7% | -32.2% | -3.0% |
| 6M | +4.9% | +36.8% | -31.9% | +4.2% |
| YTD | +6.6% | +31.7% | -25.1% | +5.4% |
| 1Y | +21.3% | +62.4% | -41.1% | +14.3% |
| All | +21.3% | +61.3% | -40.0% | +14.3% |
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