+296.9%
TSM vs CART
+111.7%
+185.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.4% | -8.4% | -10.4% |
| 7D | -18.2% | +1.2% | -19.4% | -18.3% |
| 30D | -26.8% | +27.1% | -53.9% | -29.4% |
| 3M | -14.5% | +27.4% | -41.9% | -17.9% |
| 6M | -10.0% | +32.1% | -42.1% | -14.6% |
| YTD | +17.1% | +28.5% | -11.4% | +11.6% |
| 1Y | +21.5% | +58.8% | -37.3% | +9.4% |
| All | +296.9% | +111.7% | +185.2% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling