+103.7%
TFC vs CART
+40.2%
+63.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | +7.8% | +23.1% | -15.3% | +5.4% |
| 3M | -3.0% | +19.2% | -22.2% | -4.9% |
| 6M | +5.8% | +45.7% | -39.9% | +1.2% |
| YTD | +5.3% | +30.9% | -25.6% | +1.6% |
| 1Y | +15.7% | +50.2% | -34.5% | +9.4% |
| 3Y | +94.8% | +133.5% | -38.7% | +64.4% |
| All | +103.7% | +40.2% | +63.5% | +83.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling