+25.0%
TMO vs CART
+51.1%
-26.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.8% | +0.3% | +2.6% | +2.9% |
| 30D | +9.1% | +22.4% | -13.3% | +9.1% |
| 3M | +19.9% | +15.6% | +4.2% | +19.8% |
| 6M | +54.7% | +44.9% | +9.8% | +55.0% |
| YTD | +24.3% | +30.0% | -5.7% | +24.2% |
| 1Y | +25.0% | +56.6% | -31.6% | +19.6% |
| All | +25.0% | +51.1% | -26.1% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling