+1.5%
CARR vs TD
+127.3%
-125.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.9% |
| 6M | -1.4% | +28.0% | -29.4% | -15.4% |
| YTD | +10.0% | +30.3% | -20.3% | -6.7% |
| 1Y | -6.4% | +59.8% | -66.1% | -29.7% |
| 3Y | +1.5% | +124.7% | -123.2% | -38.5% |
| All | +1.5% | +127.3% | -125.8% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling