-1.8%
CARR vs TD
+61.0%
-62.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -1.3% |
| 7D | -0.7% | +1.4% | -2.0% | -1.5% |
| 30D | +0.3% | +10.2% | -9.9% | -6.1% |
| 3M | -14.9% | +8.1% | -23.0% | -19.5% |
| 6M | -14.9% | +22.3% | -37.2% | -27.4% |
| YTD | +7.0% | +39.0% | -32.0% | -15.7% |
| 1Y | -1.8% | +62.6% | -64.4% | -25.4% |
| All | -1.8% | +61.0% | -62.8% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling