+739.3%
TSEM vs CART
+21.6%
+717.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.3% | +9.1% | +8.0% |
| 7D | +6.9% | +1.0% | +5.8% | +6.8% |
| 30D | +5.3% | +12.6% | -7.3% | +3.8% |
| 3M | -14.9% | +23.1% | -38.0% | -17.2% |
| 6M | +80.0% | +39.5% | +40.5% | +71.4% |
| YTD | +89.4% | +13.5% | +75.8% | +86.1% |
| 1Y | +253.1% | +14.9% | +238.2% | +244.8% |
| All | +739.3% | +21.6% | +717.7% | +648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling