+469.8%
TTMI vs CART
+40.2%
+429.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.0% |
| 7D | +11.4% | +1.3% | +10.1% | +11.2% |
| 30D | -28.3% | +19.2% | -47.5% | -29.6% |
| 3M | -46.7% | +17.6% | -64.2% | -47.7% |
| 6M | -56.1% | +47.4% | -103.5% | -58.5% |
| YTD | +7.4% | +30.9% | -23.5% | +3.1% |
| 1Y | +17.4% | +46.0% | -28.6% | +10.1% |
| 3Y | +429.1% | +130.3% | +298.8% | +345.1% |
| All | +469.8% | +40.2% | +429.7% | +380.0% |
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 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