-83.8%
TTD vs CART
+37.6%
-121.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.6% |
| 7D | -1.9% | +1.2% | -3.1% | -2.1% |
| 30D | +7.5% | +27.1% | -19.6% | +1.7% |
| 3M | -32.4% | +27.4% | -59.9% | -36.5% |
| 6M | -47.9% | +32.1% | -80.1% | -51.7% |
| YTD | -66.3% | +28.5% | -94.7% | -68.6% |
| 1Y | -73.1% | +58.8% | -132.0% | -76.2% |
| 3Y | -83.8% | +114.8% | -198.6% | -87.0% |
| All | -83.8% | +37.6% | -121.4% | -87.0% |
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