+54.1%
TGT vs CART
+39.2%
+14.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.7% |
| 7D | +4.7% | +1.5% | +3.2% | +4.6% |
| 30D | +8.0% | +22.4% | -14.4% | +5.5% |
| 3M | +11.7% | +16.5% | -4.9% | +9.6% |
| 6M | +34.7% | +44.9% | -10.1% | +29.0% |
| YTD | +74.4% | +30.0% | +44.4% | +68.3% |
| 1Y | +89.2% | +59.1% | +30.1% | +78.2% |
| 3Y | +73.4% | +138.8% | -65.4% | +50.6% |
| All | +54.1% | +39.2% | +14.9% | +40.4% |
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 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