-9.4%
TT vs CART
+57.6%
-67.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.5% |
| 7D | -9.0% | +1.2% | -10.2% | -8.9% |
| 30D | -17.6% | +27.1% | -44.7% | -16.6% |
| 3M | -18.7% | +27.4% | -46.1% | -17.6% |
| 6M | -17.4% | +32.1% | -49.5% | -16.2% |
| YTD | +1.5% | +28.5% | -26.9% | +2.5% |
| 1Y | -9.4% | +58.8% | -68.2% | -7.6% |
| All | -9.4% | +57.6% | -67.0% | -7.6% |
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