+111.6%
CART vs TSN
+43.3%
+68.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.2% | +6.9% | -5.7% | +1.0% |
| 30D | +27.1% | +15.7% | +11.4% | +26.5% |
| 3M | +27.4% | +4.3% | +23.2% | +27.1% |
| 6M | +32.1% | -10.6% | +42.7% | +31.9% |
| YTD | +28.5% | +5.2% | +23.3% | +28.1% |
| 1Y | +58.8% | +18.7% | +40.1% | +58.1% |
| All | +111.6% | +43.3% | +68.3% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling