-38.5%
TSLL vs CART
+21.6%
-60.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.6% | -11.4% |
| 7D | +1.9% | +1.0% | +0.8% | +1.6% |
| 30D | +17.8% | +12.6% | +5.1% | +12.6% |
| 3M | -37.0% | +23.1% | -60.1% | -41.6% |
| 6M | -37.7% | +39.5% | -77.2% | -46.0% |
| YTD | -51.4% | +13.5% | -64.9% | -54.4% |
| 1Y | -23.4% | +14.9% | -38.2% | -29.7% |
| All | -38.5% | +21.6% | -60.1% | -52.0% |
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 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