+421.5%
CARR vs TAP
+15.7%
+405.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.1% |
| 7D | -3.8% | -3.9% | +0.1% | -2.6% |
| 30D | -8.9% | -5.3% | -3.7% | -7.5% |
| 3M | -17.3% | -3.8% | -13.5% | -16.8% |
| 6M | -1.4% | -11.4% | +10.0% | +1.5% |
| YTD | +10.0% | -13.7% | +23.7% | +13.9% |
| 1Y | -6.4% | -17.2% | +10.8% | -2.1% |
| 3Y | +1.5% | -33.1% | +34.6% | +12.7% |
| 5Y | +9.3% | +0.8% | +8.5% | +3.4% |
| All | +421.5% | +15.7% | +405.8% | +328.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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