+414.1%
CARR vs TD
+322.5%
+91.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.8% |
| 7D | -4.1% | -2.6% | -1.6% | -2.5% |
| 30D | -11.0% | -1.0% | -10.0% | -10.5% |
| 3M | -16.4% | +5.6% | -22.0% | -19.5% |
| 6M | -2.4% | +27.1% | -29.5% | -16.6% |
| YTD | +8.4% | +29.4% | -21.0% | -8.6% |
| 1Y | -8.0% | +60.7% | -68.7% | -32.8% |
| 3Y | +0.6% | +127.6% | -127.0% | -42.3% |
| 5Y | +7.7% | +125.4% | -117.7% | -38.5% |
| All | +414.1% | +322.5% | +91.5% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling