+48.2%
TSEM vs CART
+49.3%
-1.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -6.9% |
| 7D | +7.0% | +1.3% | +5.7% | +7.1% |
| 30D | -29.8% | +19.2% | -48.9% | -28.3% |
| 3M | -41.9% | +17.6% | -59.5% | -40.7% |
| 6M | -45.8% | +47.4% | -93.1% | -43.3% |
| YTD | +25.1% | +30.9% | -5.8% | +38.7% |
| 1Y | +48.2% | +46.0% | +2.3% | +60.0% |
| All | +48.2% | +49.3% | -1.0% | +60.0% |
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