+47.1%
TGT vs CART
+38.4%
+8.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.6% | +3.0% | -0.3% | +2.3% |
| 30D | +5.0% | +28.6% | -23.6% | +2.0% |
| 3M | +8.5% | +29.1% | -20.5% | +5.3% |
| 6M | +23.8% | +44.7% | -21.0% | +18.5% |
| YTD | +66.5% | +29.2% | +37.3% | +60.8% |
| 1Y | +84.9% | +66.2% | +18.7% | +73.3% |
| 3Y | +59.2% | +112.8% | -53.6% | +40.4% |
| All | +47.1% | +38.4% | +8.8% | +34.1% |
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