-79.8%
TTD vs CART
+40.2%
-120.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +20.8% | -0.6% | +21.4% | +21.0% |
| 30D | +33.8% | +23.1% | +10.8% | +27.6% |
| 3M | +17.8% | +19.2% | -1.3% | +13.1% |
| 6M | -25.7% | +45.7% | -71.4% | -32.5% |
| YTD | -57.9% | +30.9% | -88.8% | -61.0% |
| 1Y | -63.8% | +50.2% | -114.0% | -67.5% |
| 3Y | -75.0% | +133.5% | -208.6% | -80.2% |
| All | -79.8% | +40.2% | -120.0% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling