+9.4%
TT vs CART
+14.4%
-5.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.8% |
| 7D | 0.0% | +1.0% | -1.0% | +0.1% |
| 30D | -7.2% | +12.6% | -19.8% | -6.6% |
| 3M | -3.0% | +23.1% | -26.1% | -1.9% |
| 6M | +1.4% | +39.5% | -38.2% | +3.3% |
| YTD | +15.9% | +13.5% | +2.4% | +16.6% |
| 1Y | +9.4% | +14.9% | -5.4% | +11.0% |
| All | +9.4% | +14.4% | -5.0% | +11.0% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling