-36.7%
TSEM vs CART
+35.4%
-72.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.3% | +4.9% |
| 7D | -17.5% | +3.0% | -20.5% | -17.3% |
| 30D | -44.7% | +28.6% | -73.2% | -43.0% |
| 3M | -38.9% | +29.1% | -67.9% | -37.7% |
| 6M | -36.7% | +44.7% | -81.4% | -34.7% |
| All | -36.7% | +35.4% | -72.1% | -34.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling