-2.3%
TTMI vs CART
+60.1%
-62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +7.0% |
| 7D | -19.8% | +3.0% | -22.8% | -19.5% |
| 30D | -48.1% | +28.6% | -76.7% | -45.6% |
| 3M | -51.2% | +29.1% | -80.3% | -48.8% |
| 6M | -59.6% | +44.7% | -104.3% | -56.7% |
| YTD | -3.6% | +29.2% | -32.8% | +4.5% |
| 1Y | -2.3% | +66.2% | -68.5% | -4.9% |
| All | -2.3% | +60.1% | -62.4% | -4.9% |
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 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