+67.0%
TOST vs CART
+21.6%
+45.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.3% | +0.4% |
| 7D | -3.4% | +1.0% | -4.5% | -3.7% |
| 30D | -2.4% | +12.6% | -15.1% | -5.6% |
| 3M | +34.6% | +23.1% | +11.5% | +27.1% |
| 6M | +15.2% | +39.5% | -24.3% | +4.2% |
| YTD | -4.4% | +13.5% | -17.9% | -8.7% |
| 1Y | -17.4% | +14.9% | -32.3% | -22.1% |
| All | +67.0% | +21.6% | +45.4% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling