+39.0%
TMO vs CART
+40.2%
-1.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.7% |
| 30D | +4.0% | +19.2% | -15.2% | +2.9% |
| 3M | +17.6% | +17.6% | 0.0% | +16.4% |
| 6M | +57.3% | +47.4% | +9.9% | +53.4% |
| YTD | +21.2% | +30.9% | -9.7% | +18.9% |
| 1Y | +21.1% | +46.0% | -24.8% | +17.7% |
| 3Y | +58.8% | +130.3% | -71.5% | +44.8% |
| All | +39.0% | +40.2% | -1.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling