+411.6%
TTMI vs CART
+38.4%
+373.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.6% | +6.3% | +6.8% |
| 7D | -19.8% | +3.0% | -22.8% | -20.0% |
| 30D | -48.1% | +28.6% | -76.7% | -49.5% |
| 3M | -51.2% | +29.1% | -80.3% | -52.8% |
| 6M | -59.6% | +44.7% | -104.3% | -61.7% |
| YTD | -3.6% | +29.2% | -32.8% | -7.3% |
| 1Y | -2.3% | +66.2% | -68.5% | -11.2% |
| 3Y | +369.4% | +112.8% | +256.6% | +299.2% |
| All | +411.6% | +38.4% | +373.2% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling