+103.8%
TXN vs CART
+40.2%
+63.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +9.5% | +1.3% | +8.2% | +9.3% |
| 30D | +8.7% | +19.2% | -10.5% | +6.9% |
| 3M | +11.6% | +17.6% | -6.0% | +9.7% |
| 6M | +0.1% | +47.4% | -47.3% | -4.1% |
| YTD | +78.8% | +30.9% | +47.9% | +73.1% |
| 1Y | +91.2% | +46.0% | +45.2% | +82.0% |
| 3Y | +125.8% | +130.3% | -4.5% | +98.2% |
| All | +103.8% | +40.2% | +63.6% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling