+84.6%
TGT vs CART
+14.4%
+70.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +0.8% | +1.0% | -0.3% | +0.7% |
| 30D | +12.2% | +12.6% | -0.4% | +11.0% |
| 3M | +33.8% | +23.1% | +10.7% | +31.6% |
| 6M | +39.3% | +39.5% | -0.2% | +35.3% |
| YTD | +72.9% | +13.5% | +59.3% | +71.0% |
| 1Y | +84.6% | +14.9% | +69.7% | +77.3% |
| All | +84.6% | +14.4% | +70.1% | +77.3% |
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