+134.6%
TNA vs CART
+135.4%
-0.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +3.7% | +1.3% | +2.4% | +3.3% |
| 30D | +4.4% | +19.2% | -14.8% | -2.4% |
| 3M | -26.7% | +17.6% | -44.2% | -31.4% |
| 6M | -12.8% | +47.4% | -60.2% | -26.1% |
| YTD | +22.7% | +30.9% | -8.2% | +7.6% |
| 1Y | +35.7% | +46.0% | -10.3% | +12.5% |
| 3Y | +134.6% | +130.3% | +4.3% | +35.9% |
| All | +134.6% | +135.4% | -0.8% | +35.9% |
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