+425.9%
CARR vs TSEM
+1,451.4%
-1,025.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | +0.6% | +4.7% | -4.1% | -0.3% |
| 30D | -8.7% | -14.2% | +5.6% | -6.3% |
| 3M | -18.4% | -5.0% | -13.3% | -19.1% |
| 6M | -0.6% | +87.6% | -88.2% | -15.8% |
| YTD | +10.9% | +84.4% | -73.5% | -6.7% |
| 1Y | -7.3% | +235.4% | -242.7% | -32.3% |
| 3Y | +2.9% | +668.0% | -665.1% | -39.3% |
| 5Y | +9.6% | +644.7% | -635.1% | -35.5% |
| All | +425.9% | +1,451.4% | -1,025.4% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling