+421.8%
TPR vs CART
+111.7%
+310.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.3% |
| 7D | +13.9% | +1.2% | +12.7% | +13.7% |
| 30D | +14.9% | +27.1% | -12.2% | +11.5% |
| 3M | -15.4% | +27.4% | -42.8% | -18.1% |
| 6M | -4.5% | +32.1% | -36.6% | -8.2% |
| YTD | +6.0% | +28.5% | -22.5% | +2.1% |
| 1Y | +24.3% | +58.8% | -34.5% | +16.0% |
| All | +421.8% | +111.7% | +310.1% | +344.3% |
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