+36.1%
TPR vs CART
+60.1%
-23.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +14.2% | +3.0% | +11.2% | +14.0% |
| 30D | +17.1% | +28.6% | -11.5% | +15.2% |
| 3M | -17.7% | +29.1% | -46.8% | -19.0% |
| 6M | -10.2% | +44.7% | -54.9% | -11.9% |
| YTD | +4.9% | +29.2% | -24.3% | +5.3% |
| 1Y | +36.1% | +66.2% | -30.0% | +26.1% |
| All | +36.1% | +60.1% | -23.9% | +26.1% |
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