+98.6%
TT vs CART
+37.6%
+61.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -2.0% | -4.2% |
| 7D | -9.0% | +1.2% | -10.2% | -9.0% |
| 30D | -17.6% | +27.1% | -44.7% | -19.3% |
| 3M | -18.7% | +27.4% | -46.1% | -20.5% |
| 6M | -17.4% | +32.1% | -49.5% | -19.7% |
| YTD | +1.5% | +28.5% | -26.9% | -1.1% |
| 1Y | -9.4% | +58.8% | -68.2% | -14.2% |
| 3Y | +85.1% | +114.8% | -29.7% | +69.3% |
| All | +98.6% | +37.6% | +61.0% | +86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling