+103.4%
TT vs CART
+38.4%
+65.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -2.0% | +3.0% | -5.0% | -2.2% |
| 30D | -14.0% | +28.6% | -42.6% | -15.8% |
| 3M | -15.9% | +29.1% | -44.9% | -17.8% |
| 6M | -17.3% | +44.7% | -62.0% | -20.2% |
| YTD | +4.0% | +29.2% | -25.3% | +1.2% |
| 1Y | -7.1% | +66.2% | -73.3% | -12.5% |
| 3Y | +90.2% | +112.8% | -22.6% | +74.2% |
| All | +103.4% | +38.4% | +65.0% | +90.5% |
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