+10.7%
CARR vs TSEM
+617.3%
-606.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.2% |
| 7D | -3.8% | -4.9% | +1.1% | -2.9% |
| 30D | -8.9% | -18.7% | +9.8% | -5.7% |
| 3M | -17.3% | -18.1% | +0.8% | -15.8% |
| 6M | -1.4% | +77.1% | -78.5% | -15.3% |
| YTD | +10.0% | +80.1% | -70.1% | -6.8% |
| 1Y | -6.4% | +220.4% | -226.7% | -30.8% |
| 3Y | +1.5% | +650.1% | -648.5% | -39.7% |
| All | +10.7% | +617.3% | -606.6% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling