+414.1%
CARR vs TCOM
+81.7%
+332.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -4.1% | -6.5% | +2.4% | -3.2% |
| 30D | -11.0% | -16.2% | +5.3% | -8.8% |
| 3M | -16.4% | -19.3% | +3.0% | -14.1% |
| 6M | -2.4% | -27.2% | +24.9% | +1.8% |
| YTD | +8.4% | -46.2% | +54.6% | +17.6% |
| 1Y | -8.0% | -46.6% | +38.6% | -0.2% |
| 3Y | +0.6% | +8.4% | -7.8% | -4.9% |
| 5Y | +7.7% | +25.8% | -18.1% | -4.6% |
| All | +414.1% | +81.7% | +332.3% | +265.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 all: compounded portfolio wealth divided by compounded TCOM 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…
all analysis · Full analysis span regression · 6 months rolling