+58.7%
TMO vs CART
+133.8%
-75.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | +3.3% | +1.2% | +2.1% | +3.3% |
| 30D | +5.5% | +17.8% | -12.3% | +4.6% |
| 3M | +16.1% | +20.7% | -4.6% | +14.9% |
| 6M | +52.6% | +49.7% | +2.8% | +49.0% |
| YTD | +21.0% | +30.0% | -9.0% | +19.1% |
| 1Y | +19.4% | +48.4% | -29.0% | +16.2% |
| All | +58.7% | +133.8% | -75.2% | +44.5% |
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