+70.5%
TOST vs CART
+38.4%
+32.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +9.4% | +3.0% | +6.5% | +8.6% |
| 30D | +13.5% | +28.6% | -15.1% | +5.9% |
| 3M | -0.1% | +29.1% | -29.2% | -7.2% |
| 6M | +22.5% | +44.7% | -22.3% | +10.0% |
| YTD | -2.4% | +29.2% | -31.6% | -10.2% |
| 1Y | -4.7% | +66.2% | -70.9% | -18.3% |
| 3Y | +103.2% | +112.8% | -9.6% | +47.6% |
| All | +70.5% | +38.4% | +32.2% | +27.7% |
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