+42.1%
TRV vs CART
+50.2%
-8.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.9% |
| 7D | -0.3% | +3.0% | -3.2% | -0.3% |
| 30D | +9.6% | +28.6% | -19.0% | +9.0% |
| 3M | +2.7% | +29.1% | -26.3% | +2.3% |
| 6M | +32.0% | +44.7% | -12.7% | +31.3% |
| YTD | +37.8% | +29.2% | +8.6% | +39.1% |
| All | +42.1% | +50.2% | -8.1% | +41.1% |
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