+42.4%
CART vs TSLQ
-95.6%
+138.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.0% | +2.0% | -6.5% |
| 7D | -4.1% | -8.6% | +4.5% | -4.5% |
| 30D | -4.3% | -24.9% | +20.6% | -5.8% |
| 3M | +13.1% | -1.5% | +14.6% | +14.1% |
| 6M | +26.0% | -18.1% | +44.1% | +26.2% |
| YTD | +6.7% | -0.1% | +6.8% | +8.6% |
| 1Y | +6.3% | -51.4% | +57.6% | +3.4% |
| All | +42.4% | -95.6% | +138.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling