+418.5%
TSEM vs CART
+38.4%
+380.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.3% | +4.8% |
| 7D | -17.5% | +3.0% | -20.5% | -17.7% |
| 30D | -44.7% | +28.6% | -73.2% | -46.0% |
| 3M | -38.9% | +29.1% | -67.9% | -40.6% |
| 6M | -36.7% | +44.7% | -81.4% | -39.6% |
| YTD | +17.0% | +29.2% | -12.2% | +13.4% |
| 1Y | +62.8% | +66.2% | -3.3% | +50.9% |
| 3Y | +471.3% | +112.8% | +358.5% | +396.3% |
| All | +418.5% | +38.4% | +380.1% | +356.4% |
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