+41.6%
TXN vs CART
+14.4%
+27.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.8% |
| 7D | -0.1% | +1.0% | -1.1% | 0.0% |
| 30D | -6.9% | +12.6% | -19.6% | -6.7% |
| 3M | -14.9% | +23.1% | -38.1% | -14.4% |
| 6M | +29.0% | +39.5% | -10.5% | +29.6% |
| YTD | +51.5% | +13.5% | +37.9% | +52.9% |
| 1Y | +41.6% | +14.9% | +26.7% | +42.3% |
| All | +41.6% | +14.4% | +27.1% | +42.3% |
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