-1.8%
CARR vs TDG
-5.9%
+4.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.7% | +7.1% | -7.7% | -2.9% |
| 30D | +0.3% | +11.4% | -11.1% | -3.3% |
| 3M | -14.9% | -4.6% | -10.3% | -13.9% |
| 6M | -14.9% | +5.8% | -20.7% | -16.4% |
| YTD | +7.0% | -8.5% | +15.5% | +4.2% |
| 1Y | -1.8% | -5.8% | +4.1% | -6.3% |
| All | -1.8% | -5.9% | +4.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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