+94.6%
TT vs CART
+135.4%
-40.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -11.0% | +23.1% | -34.1% | -12.6% |
| 3M | -12.0% | +19.2% | -31.2% | -13.4% |
| 6M | -10.4% | +45.7% | -56.1% | -13.7% |
| YTD | +9.9% | +30.9% | -21.0% | +6.9% |
| 1Y | +1.5% | +50.2% | -48.7% | -3.3% |
| All | +94.6% | +135.4% | -40.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling