+126.2%
TT vs CART
+21.6%
+104.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.2% | +1.0% | -1.3% | -0.3% |
| 30D | -7.4% | +12.6% | -20.0% | -8.4% |
| 3M | -3.2% | +23.1% | -26.3% | -5.2% |
| 6M | +1.1% | +39.5% | -38.4% | -2.6% |
| YTD | +15.6% | +13.5% | +2.1% | +13.9% |
| 1Y | +9.2% | +14.9% | -5.7% | +7.1% |
| All | +126.2% | +21.6% | +104.6% | +114.4% |
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