+13.1%
CART vs TSLQ
-44.6%
+57.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.0% | -13.2% | -1.1% |
| 7D | +1.0% | -5.8% | +6.8% | +1.0% |
| 30D | +12.6% | -22.1% | +34.7% | +12.4% |
| 3M | +23.1% | +10.1% | +13.1% | +22.2% |
| 6M | +39.5% | -6.8% | +46.3% | +38.1% |
| YTD | +13.5% | +8.5% | +5.0% | +11.8% |
| All | +13.1% | -44.6% | +57.7% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling