+103.9%
TFC vs CART
+39.2%
+64.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.9% |
| 7D | +0.3% | +1.5% | -1.2% | +0.2% |
| 30D | +9.2% | +22.4% | -13.3% | +6.8% |
| 3M | -2.9% | +16.5% | -19.4% | -4.6% |
| 6M | +3.5% | +44.9% | -41.4% | -1.0% |
| YTD | +5.4% | +30.0% | -24.5% | +1.8% |
| 1Y | +17.3% | +59.1% | -41.8% | +10.1% |
| 3Y | +96.7% | +138.8% | -42.1% | +65.1% |
| All | +103.9% | +39.2% | +64.8% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling