-45.1%
TSLL vs CART
+37.6%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.4% | -19.5% | -21.0% |
| 7D | -28.9% | +1.2% | -30.1% | -29.0% |
| 30D | -21.4% | +27.1% | -48.5% | -27.7% |
| 3M | +5.0% | +27.4% | -22.5% | -4.3% |
| 6M | -36.6% | +32.1% | -68.7% | -43.4% |
| YTD | -56.6% | +28.5% | -85.1% | -61.2% |
| 1Y | -60.9% | +58.8% | -119.7% | -68.4% |
| 3Y | -25.2% | +114.8% | -140.0% | -46.4% |
| All | -45.1% | +37.6% | -82.7% | -59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling