+415.0%
TPR vs CART
+137.8%
+277.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | +0.3% | +11.8% | +12.0% |
| 30D | +16.7% | +22.4% | -5.8% | +13.5% |
| 3M | -17.4% | +15.6% | -33.0% | -19.1% |
| 6M | +2.3% | +44.9% | -42.6% | -3.0% |
| YTD | +7.1% | +30.0% | -22.9% | +2.8% |
| 1Y | +29.5% | +56.6% | -27.1% | +20.5% |
| 3Y | +415.0% | +131.9% | +283.1% | +317.5% |
| All | +415.0% | +137.8% | +277.3% | +317.5% |
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