+114.6%
TT vs CART
+39.2%
+75.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +8.1% | +1.2% | +6.9% | +8.0% |
| 30D | -11.3% | +17.8% | -29.1% | -12.5% |
| 3M | -11.2% | +20.7% | -31.9% | -12.7% |
| 6M | -8.9% | +49.7% | -58.6% | -12.4% |
| YTD | +9.7% | +30.0% | -20.3% | +6.8% |
| 1Y | +1.3% | +48.4% | -47.1% | -3.2% |
| 3Y | +93.4% | +132.0% | -38.6% | +76.2% |
| All | +114.6% | +39.2% | +75.4% | +101.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling