+35.7%
TSM vs CART
+51.1%
-15.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | +0.3% | -2.3% | -2.0% |
| 30D | -12.5% | +22.4% | -35.0% | -10.6% |
| 3M | -5.0% | +15.6% | -20.6% | -3.5% |
| 6M | -3.2% | +44.9% | -48.1% | +1.7% |
| YTD | +31.5% | +30.0% | +1.5% | +35.1% |
| 1Y | +35.7% | +56.6% | -20.9% | +41.9% |
| All | +35.7% | +51.1% | -15.4% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling