+131.4%
TNA vs CART
+21.6%
+109.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -0.1% | +1.0% | -1.1% | -0.4% |
| 30D | -4.9% | +12.6% | -17.5% | -9.3% |
| 3M | +0.4% | +23.1% | -22.7% | -7.8% |
| 6M | +32.5% | +39.5% | -7.0% | +13.7% |
| YTD | +53.7% | +13.5% | +40.2% | +43.0% |
| 1Y | +65.1% | +14.9% | +50.2% | +51.0% |
| All | +131.4% | +21.6% | +109.8% | +61.9% |
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 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