+107.8%
TT vs CART
+41.0%
+66.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.2% | -1.8% |
| 7D | -8.5% | +1.4% | -9.8% | -8.6% |
| 30D | -12.8% | +29.7% | -42.5% | -14.7% |
| 3M | -12.9% | +29.7% | -42.6% | -14.9% |
| 6M | -15.2% | +36.8% | -52.0% | -17.8% |
| YTD | +6.2% | +31.7% | -25.4% | +3.3% |
| 1Y | -4.5% | +62.4% | -66.9% | -9.8% |
| 3Y | +93.6% | +120.1% | -26.5% | +76.7% |
| All | +107.8% | +41.0% | +66.8% | +94.4% |
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