+462.1%
TTMI vs CART
+135.4%
+326.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.9% |
| 7D | +7.2% | -0.6% | +7.8% | +7.4% |
| 30D | -28.7% | +23.1% | -51.8% | -30.1% |
| 3M | -39.8% | +19.2% | -59.0% | -41.0% |
| 6M | -51.7% | +45.7% | -97.4% | -54.1% |
| YTD | +14.1% | +30.9% | -16.8% | +10.0% |
| 1Y | +16.0% | +50.2% | -34.2% | +8.4% |
| All | +462.1% | +135.4% | +326.8% | +372.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling