-17.9%
TMUS vs CART
+47.6%
-65.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | +6.5% | +1.2% | +5.3% | +6.5% |
| 30D | +11.3% | +17.8% | -6.5% | +11.3% |
| 3M | -2.9% | +20.7% | -23.6% | -2.8% |
| 6M | -10.5% | +49.7% | -60.2% | -9.9% |
| YTD | -14.4% | +30.0% | -44.4% | -13.5% |
| 1Y | -17.9% | +48.4% | -66.3% | -17.8% |
| All | -17.9% | +47.6% | -65.4% | -17.8% |
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