-81.7%
TTD vs CART
+21.6%
-103.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | +6.3% | +1.0% | +5.3% | +6.1% |
| 30D | -23.9% | +12.6% | -36.5% | -26.3% |
| 3M | -31.4% | +23.1% | -54.5% | -35.1% |
| 6M | -42.7% | +39.5% | -82.2% | -47.3% |
| YTD | -62.0% | +13.5% | -75.5% | -63.6% |
| 1Y | -72.2% | +14.9% | -87.1% | -73.6% |
| All | -81.7% | +21.6% | -103.3% | -84.9% |
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 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