-1.7%
TLT vs CART
+39.2%
-40.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | -2.7% | +1.2% | -3.9% | -2.7% |
| 30D | +2.2% | +17.8% | -15.6% | +1.9% |
| 3M | -1.7% | +20.7% | -22.4% | -2.0% |
| 6M | -4.0% | +49.7% | -53.7% | -4.3% |
| YTD | -4.9% | +30.0% | -35.0% | -5.3% |
| 1Y | -7.4% | +48.4% | -55.8% | -7.8% |
| 3Y | +3.0% | +132.0% | -128.9% | -1.4% |
| All | -1.7% | +39.2% | -40.9% | -6.0% |
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