-6.4%
CARR vs TD
+60.9%
-67.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 3M | -17.3% | +4.8% | -22.1% | -20.4% |
| 6M | -1.4% | +28.0% | -29.4% | -17.1% |
| YTD | +10.0% | +30.3% | -20.3% | -8.4% |
| 1Y | -6.4% | +59.8% | -66.1% | -29.1% |
| All | -6.4% | +60.9% | -67.3% | -29.1% |
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