-0.8%
TOST vs CART
+61.3%
-62.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | +10.7% | +1.4% | +9.4% | +10.4% |
| 30D | +17.7% | +29.7% | -11.9% | +9.6% |
| 3M | +4.6% | +29.7% | -25.1% | -2.7% |
| 6M | +20.3% | +36.8% | -16.5% | +11.1% |
| YTD | -0.4% | +31.7% | -32.1% | -10.8% |
| 1Y | -0.8% | +62.4% | -63.1% | -16.9% |
| All | -0.8% | +61.3% | -62.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling