-20.1%
TSLL vs CART
+40.3%
-60.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.6% | -7.9% | -6.5% |
| 7D | -9.4% | +1.4% | -10.8% | -9.6% |
| 30D | +1.6% | +29.7% | -28.1% | -0.4% |
| 3M | +29.4% | +29.7% | -0.3% | +25.3% |
| 6M | -20.1% | +36.8% | -56.9% | -22.0% |
| All | -20.1% | +40.3% | -60.5% | -22.0% |
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