+86.5%
TNA vs CART
+39.2%
+47.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.7% |
| 7D | +7.7% | +1.2% | +6.5% | +7.3% |
| 30D | -0.7% | +17.8% | -18.5% | -6.6% |
| 3M | -25.4% | +20.7% | -46.1% | -30.7% |
| 6M | -11.8% | +49.7% | -61.5% | -25.3% |
| YTD | +23.9% | +30.0% | -6.1% | +9.3% |
| 1Y | +25.6% | +48.4% | -22.8% | +4.0% |
| 3Y | +137.1% | +132.0% | +5.1% | +50.1% |
| All | +86.5% | +39.2% | +47.3% | +23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling