-63.8%
TTD vs CART
+54.8%
-118.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +26.9% |
| 3M | +17.8% | +19.2% | -1.3% | +12.4% |
| 6M | -25.7% | +45.7% | -71.4% | -33.9% |
| YTD | -57.9% | +30.9% | -88.8% | -62.3% |
| 1Y | -63.8% | +50.2% | -114.0% | -68.1% |
| All | -63.8% | +54.8% | -118.6% | -68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling