+455.6%
TTMI vs CART
+39.2%
+416.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -11.5% | +0.3% | -11.8% | -11.5% |
| 30D | -40.3% | +22.4% | -62.7% | -41.6% |
| 3M | -44.5% | +15.6% | -60.1% | -45.5% |
| 6M | -54.1% | +44.9% | -99.0% | -56.5% |
| YTD | +4.7% | +30.0% | -25.3% | +0.6% |
| 1Y | +3.3% | +56.6% | -53.3% | -4.7% |
| 3Y | +407.2% | +131.9% | +275.3% | +326.0% |
| All | +455.6% | +39.2% | +416.4% | +368.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling