+404.9%
TSM vs CART
+21.6%
+383.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.1% | +3.0% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | +3.6% | +12.6% | -9.0% | +1.6% |
| 3M | -3.4% | +23.1% | -26.5% | -6.6% |
| 6M | +20.6% | +39.5% | -18.9% | +13.1% |
| YTD | +41.9% | +13.5% | +28.3% | +38.3% |
| 1Y | +84.4% | +14.9% | +69.5% | +78.3% |
| All | +404.9% | +21.6% | +383.3% | +334.8% |
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