+0.2%
TLT vs CART
+37.6%
-37.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +0.5% | +1.2% | -0.7% | +0.5% |
| 30D | +6.0% | +27.1% | -21.1% | +5.7% |
| 3M | -0.9% | +27.4% | -28.3% | -1.2% |
| 6M | -2.6% | +32.1% | -34.7% | -2.9% |
| YTD | -3.1% | +28.5% | -31.6% | -3.5% |
| 1Y | -4.4% | +58.8% | -63.2% | -4.9% |
| 3Y | +5.5% | +114.8% | -109.3% | +1.5% |
| All | +0.2% | +37.6% | -37.3% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling