+74.7%
CART vs TSN
+23.2%
+51.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | +23.1% | +11.8% | +11.3% | +21.9% |
| 3M | +19.2% | +7.1% | +12.1% | +18.4% |
| 6M | +45.7% | -9.2% | +54.8% | +46.3% |
| YTD | +30.9% | +4.8% | +26.1% | +29.9% |
| 1Y | +50.2% | +11.6% | +38.5% | +48.1% |
| 3Y | +133.5% | +41.5% | +92.0% | +87.8% |
| All | +74.7% | +23.2% | +51.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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