+148.7%
TRV vs CART
+39.2%
+109.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | +7.2% | +22.4% | -15.2% | +6.2% |
| 3M | +3.2% | +16.5% | -13.3% | +2.4% |
| 6M | +33.6% | +44.9% | -11.3% | +31.3% |
| YTD | +37.8% | +30.0% | +7.8% | +36.0% |
| 1Y | +43.4% | +59.1% | -15.7% | +40.1% |
| 3Y | +146.7% | +138.8% | +7.8% | +139.5% |
| All | +148.7% | +39.2% | +109.5% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling