-29.4%
TSCO vs CART
+61.3%
-90.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.7% | +4.1% |
| 7D | +15.7% | +1.4% | +14.4% | +15.6% |
| 30D | +16.4% | +29.7% | -13.2% | +13.7% |
| 3M | +11.2% | +29.7% | -18.5% | +8.5% |
| 6M | +14.9% | +36.8% | -21.9% | +11.4% |
| YTD | -25.4% | +31.7% | -57.1% | -28.3% |
| 1Y | -29.4% | +62.4% | -91.8% | -36.7% |
| All | -29.4% | +61.3% | -90.7% | -36.7% |
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