+102.0%
TFC vs CART
+37.6%
+64.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | +1.1% | +1.2% | -0.1% | +0.9% |
| 30D | +7.8% | +27.1% | -19.3% | +5.0% |
| 3M | -4.8% | +27.4% | -32.2% | -7.4% |
| 6M | +1.8% | +32.1% | -30.3% | -1.6% |
| YTD | +4.4% | +28.5% | -24.1% | +0.9% |
| 1Y | +18.0% | +58.8% | -40.8% | +10.6% |
| 3Y | +85.2% | +114.8% | -29.6% | +58.4% |
| All | +102.0% | +37.6% | +64.4% | +81.8% |
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