+421.5%
CARR vs TD
+325.5%
+96.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.0% |
| 7D | -3.8% | -0.5% | -3.2% | -3.4% |
| 30D | -8.9% | -1.9% | -7.0% | -7.9% |
| 3M | -17.3% | +4.8% | -22.1% | -20.0% |
| 6M | -1.4% | +28.0% | -29.4% | -16.1% |
| YTD | +10.0% | +30.3% | -20.3% | -7.7% |
| 1Y | -6.4% | +59.8% | -66.1% | -31.3% |
| 3Y | +1.5% | +124.7% | -123.2% | -41.2% |
| 5Y | +9.3% | +127.0% | -117.7% | -37.9% |
| All | +421.5% | +325.5% | +96.0% | +95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling