+88.2%
TXN vs CART
+51.1%
+37.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.6% |
| 7D | -2.1% | +1.5% | -3.6% | -2.0% |
| 30D | +4.7% | +22.4% | -17.7% | +5.6% |
| 3M | +3.9% | +16.5% | -12.6% | +4.5% |
| 6M | +3.8% | +44.9% | -41.1% | +6.1% |
| YTD | +74.2% | +30.0% | +44.2% | +75.9% |
| All | +88.2% | +51.1% | +37.1% | +93.1% |
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