-17.4%
TT vs CART
+35.2%
-52.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.4% |
| 7D | -9.0% | +1.2% | -10.2% | -9.0% |
| 30D | -17.6% | +27.1% | -44.7% | -17.1% |
| 3M | -18.7% | +27.4% | -46.1% | -18.3% |
| 6M | -17.4% | +32.1% | -49.5% | -17.2% |
| All | -17.4% | +35.2% | -52.6% | -17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling