+72.9%
TOST vs CART
+37.6%
+35.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | +11.6% | +1.2% | +10.4% | +11.3% |
| 30D | +16.2% | +27.1% | -10.9% | +8.8% |
| 3M | +1.0% | +27.4% | -26.4% | -5.7% |
| 6M | +23.2% | +32.1% | -8.9% | +13.3% |
| YTD | -1.0% | +28.5% | -29.5% | -8.8% |
| 1Y | -9.9% | +58.8% | -68.7% | -21.8% |
| 3Y | +101.0% | +114.8% | -13.7% | +45.7% |
| All | +72.9% | +37.6% | +35.4% | +29.7% |
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