+421.5%
CARR vs TDG
+466.7%
-45.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | -17.3% | -9.3% | -8.0% | -13.9% |
| 6M | -1.4% | -9.4% | +8.0% | +2.3% |
| YTD | +10.0% | -14.3% | +24.2% | +16.3% |
| 1Y | -6.4% | -11.8% | +5.5% | -2.4% |
| 3Y | +1.5% | +52.0% | -50.4% | -18.6% |
| 5Y | +9.3% | +128.8% | -119.5% | -27.5% |
| All | +421.5% | +466.7% | -45.2% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling