+343.2%
TSM vs CART
+38.4%
+304.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.2% |
| 7D | -7.6% | +3.0% | -10.5% | -7.9% |
| 30D | -20.5% | +28.6% | -49.0% | -23.2% |
| 3M | -10.0% | +29.1% | -39.1% | -13.5% |
| 6M | -10.1% | +44.7% | -54.8% | -15.3% |
| YTD | +24.5% | +29.2% | -4.7% | +19.0% |
| 1Y | +31.2% | +66.2% | -35.0% | +18.1% |
| 3Y | +322.0% | +112.8% | +209.2% | +256.2% |
| All | +343.2% | +38.4% | +304.8% | +274.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling