+253.1%
TSEM vs CART
+14.4%
+238.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +7.8% |
| 7D | +6.9% | +1.0% | +5.8% | +6.9% |
| 30D | +5.3% | +12.6% | -7.3% | +5.6% |
| 3M | -14.9% | +23.1% | -38.0% | -14.4% |
| 6M | +80.0% | +39.5% | +40.5% | +82.3% |
| YTD | +89.4% | +13.5% | +75.8% | +99.1% |
| 1Y | +253.1% | +14.9% | +238.2% | +264.1% |
| All | +253.1% | +14.4% | +238.7% | +264.1% |
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