+48.4%
CART vs TSN
+10.6%
+37.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | +1.2% | -1.4% | +2.6% | +1.3% |
| 30D | +17.8% | +10.2% | +7.6% | +17.1% |
| 3M | +20.7% | +7.2% | +13.5% | +20.0% |
| 6M | +49.7% | -10.6% | +60.3% | +48.9% |
| YTD | +30.0% | +3.7% | +26.3% | +30.5% |
| 1Y | +48.4% | +13.5% | +34.9% | +49.6% |
| All | +48.4% | +10.6% | +37.8% | +49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling