-29.8%
TSLL vs CART
+41.0%
-70.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -7.9% | -6.9% |
| 7D | -9.4% | +1.4% | -10.8% | -9.9% |
| 30D | +1.6% | +29.7% | -28.1% | -7.4% |
| 3M | +29.4% | +29.7% | -0.3% | +17.0% |
| 6M | -20.1% | +36.8% | -56.9% | -29.8% |
| YTD | -44.5% | +31.7% | -76.2% | -50.9% |
| 1Y | -46.0% | +62.4% | -108.4% | -56.8% |
| 3Y | -4.3% | +120.1% | -124.3% | -32.1% |
| All | -29.8% | +41.0% | -70.8% | -48.3% |
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 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