-83.6%
TTD vs CART
+38.4%
-122.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +5.2% | +3.0% | +2.2% | +4.6% |
| 30D | +6.9% | +28.6% | -21.6% | +1.0% |
| 3M | -26.8% | +29.1% | -55.9% | -31.5% |
| 6M | -46.1% | +44.7% | -90.9% | -51.0% |
| YTD | -65.9% | +29.2% | -95.2% | -68.4% |
| 1Y | -71.8% | +66.2% | -138.0% | -75.3% |
| 3Y | -83.3% | +112.8% | -196.1% | -86.6% |
| All | -83.6% | +38.4% | -122.0% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling