-9.6%
TOST vs CART
+51.1%
-60.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +0.3% | +2.7% | +2.9% |
| 30D | +10.3% | +22.4% | -12.2% | +4.5% |
| 3M | -3.3% | +15.6% | -18.9% | -7.2% |
| 6M | +37.8% | +44.9% | -7.1% | +25.4% |
| YTD | -2.8% | +30.0% | -32.8% | -14.0% |
| 1Y | -9.6% | +56.6% | -66.2% | -21.6% |
| All | -9.6% | +51.1% | -60.7% | -21.6% |
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