+130.3%
CART vs TSLQ
-97.0%
+227.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.9% |
| 7D | +1.3% | -16.8% | +18.1% | +0.3% |
| 30D | +19.2% | -18.0% | +37.1% | +18.3% |
| 3M | +17.6% | -34.5% | +52.0% | +15.5% |
| 6M | +47.4% | -8.9% | +56.3% | +48.6% |
| YTD | +30.9% | -19.0% | +49.9% | +32.0% |
| 1Y | +46.0% | -38.2% | +84.2% | +45.1% |
| 3Y | +130.3% | -96.9% | +227.2% | +113.8% |
| All | +130.3% | -97.0% | +227.4% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling