+34.0%
TMUS vs CART
+21.6%
+12.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.4% |
| 7D | +0.1% | +1.0% | -1.0% | 0.0% |
| 30D | +5.3% | +12.6% | -7.4% | +4.7% |
| 3M | +3.1% | +23.1% | -20.0% | +2.3% |
| 6M | -16.5% | +39.5% | -56.0% | -17.6% |
| YTD | -9.2% | +13.5% | -22.7% | -9.6% |
| 1Y | -26.5% | +14.9% | -41.3% | -27.0% |
| All | +34.0% | +21.6% | +12.4% | +32.7% |
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