+78.0%
TNA vs CART
+38.4%
+39.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | -7.0% | +3.0% | -10.0% | -7.8% |
| 30D | -6.4% | +28.6% | -35.0% | -14.9% |
| 3M | -25.7% | +29.1% | -54.7% | -32.9% |
| 6M | -19.7% | +44.7% | -64.4% | -31.2% |
| YTD | +18.3% | +29.2% | -11.0% | +4.5% |
| 1Y | +24.6% | +66.2% | -41.6% | -2.2% |
| 3Y | +112.8% | +112.8% | 0.0% | +37.6% |
| All | +78.0% | +38.4% | +39.6% | +18.3% |
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