+172.6%
TTMI vs CART
+14.4%
+158.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.3% | +10.1% | +8.7% |
| 7D | +5.9% | +1.0% | +4.8% | +6.0% |
| 30D | -4.3% | +12.6% | -16.9% | -3.1% |
| 3M | -32.0% | +23.1% | -55.2% | -30.8% |
| 6M | +19.5% | +39.5% | -20.1% | +20.9% |
| YTD | +82.0% | +13.5% | +68.5% | +90.7% |
| 1Y | +172.6% | +14.9% | +157.8% | +183.1% |
| All | +172.6% | +14.4% | +158.2% | +183.1% |
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