+24.3%
TPR vs CART
+57.6%
-33.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.2% |
| 7D | +13.9% | +1.2% | +12.7% | +13.7% |
| 30D | +14.9% | +27.1% | -12.2% | +12.5% |
| 3M | -15.4% | +27.4% | -42.8% | -17.2% |
| 6M | -4.5% | +32.1% | -36.6% | -7.3% |
| YTD | +6.0% | +28.5% | -22.5% | +7.5% |
| 1Y | +24.3% | +58.8% | -34.5% | +8.4% |
| All | +24.3% | +57.6% | -33.3% | +8.4% |
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