+6.1%
TLT vs CART
+112.9%
-106.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | +0.3% | +1.5% | -1.2% | +0.3% |
| 30D | +5.1% | +22.4% | -17.3% | +5.1% |
| 3M | -0.2% | +16.5% | -16.7% | -0.2% |
| 6M | -2.9% | +44.9% | -47.8% | -2.8% |
| YTD | -2.7% | +30.0% | -32.7% | -2.7% |
| 1Y | -4.6% | +59.1% | -63.7% | -4.4% |
| 3Y | +6.1% | +138.8% | -132.7% | +3.7% |
| All | +6.1% | +112.9% | -106.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling