-40.9%
TSCO vs CART
+14.4%
-55.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +0.8% | +1.0% | -0.3% | +0.7% |
| 30D | +5.5% | +12.6% | -7.2% | +4.7% |
| 3M | +20.0% | +23.1% | -3.2% | +18.2% |
| 6M | -29.8% | +39.5% | -69.3% | -31.1% |
| YTD | -28.7% | +13.5% | -42.2% | -30.2% |
| 1Y | -40.9% | +14.9% | -55.8% | -43.4% |
| All | -40.9% | +14.4% | -55.3% | -43.4% |
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