+368.0%
TSM vs CART
+39.2%
+328.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | +0.3% | -2.3% | -2.1% |
| 30D | -12.5% | +22.4% | -35.0% | -15.0% |
| 3M | -5.0% | +15.6% | -20.6% | -7.1% |
| 6M | -3.2% | +44.9% | -48.1% | -8.8% |
| YTD | +31.5% | +30.0% | +1.5% | +25.6% |
| 1Y | +35.7% | +56.6% | -20.9% | +24.0% |
| 3Y | +323.5% | +131.9% | +191.6% | +256.4% |
| All | +368.0% | +39.2% | +328.8% | +294.9% |
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