-1.4%
CARR vs TDG
-9.7%
+8.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.3% | +0.9% |
| 7D | -3.8% | -1.9% | -1.9% | -3.0% |
| 30D | -8.9% | -7.7% | -1.2% | -5.8% |
| 3M | -17.3% | -9.3% | -8.0% | -14.1% |
| 6M | -1.4% | -9.4% | +8.0% | +2.4% |
| All | -1.4% | -9.7% | +8.3% | +2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling