+74.7%
CART vs TSN
+21.0%
+53.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.3% | -1.4% | +2.7% | +1.4% |
| 30D | +19.2% | +8.5% | +10.7% | +18.3% |
| 3M | +17.6% | +5.3% | +12.3% | +16.9% |
| 6M | +47.4% | -10.5% | +57.9% | +48.2% |
| YTD | +30.9% | +3.0% | +27.9% | +30.1% |
| 1Y | +46.0% | +12.1% | +33.8% | +43.8% |
| 3Y | +130.3% | +43.1% | +87.2% | +80.0% |
| All | +74.7% | +21.0% | +53.7% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling