+66.2%
CART vs TSLQ
-4.4%
+70.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +9.0% | +0.4% |
| 7D | +3.0% | +19.7% | -16.7% | +3.4% |
| 30D | +28.6% | +4.1% | +24.4% | +28.8% |
| 3M | +29.1% | -30.9% | +59.9% | +28.6% |
| 6M | +44.7% | -13.6% | +58.3% | +43.8% |
| YTD | +29.2% | -2.6% | +31.8% | +26.8% |
| 1Y | +66.2% | -10.4% | +76.6% | +63.8% |
| All | +66.2% | -4.4% | +70.6% | +63.8% |
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 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