-4.6%
CARR vs TSEM
+259.4%
-263.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.8% | -6.8% | +0.1% |
| 7D | +1.6% | +6.9% | -5.3% | +0.7% |
| 30D | -8.7% | +5.3% | -14.0% | -9.7% |
| 3M | -12.6% | -14.9% | +2.3% | -12.1% |
| 6M | -1.5% | +80.0% | -81.6% | -9.6% |
| YTD | +14.3% | +89.4% | -75.1% | +3.7% |
| 1Y | -4.6% | +253.1% | -257.7% | -20.9% |
| All | -4.6% | +259.4% | -263.9% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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