+501.7%
TSEM vs CART
+137.8%
+363.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -9.5% | +0.3% | -9.8% | -9.5% |
| 30D | -35.5% | +22.4% | -57.9% | -36.6% |
| 3M | -41.6% | +15.6% | -57.2% | -42.4% |
| 6M | -30.1% | +44.9% | -75.0% | -33.0% |
| YTD | +25.7% | +30.0% | -4.3% | +22.4% |
| 1Y | +50.5% | +56.6% | -6.2% | +41.5% |
| 3Y | +501.7% | +131.9% | +369.8% | +428.3% |
| All | +501.7% | +137.8% | +363.9% | +428.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling