+80.5%
TSEM vs CART
+61.3%
+19.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -8.6% |
| 7D | -23.1% | +1.4% | -24.5% | -23.0% |
| 30D | -40.4% | +29.7% | -70.0% | -38.8% |
| 3M | -37.9% | +29.7% | -67.6% | -36.5% |
| 6M | -30.8% | +36.8% | -67.6% | -28.8% |
| YTD | +26.7% | +31.7% | -4.9% | +39.6% |
| 1Y | +80.5% | +62.4% | +18.1% | +86.5% |
| All | +80.5% | +61.3% | +19.2% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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