+421.5%
CARR vs TDY
+203.2%
+218.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +0.7% |
| 7D | -3.8% | -1.1% | -2.6% | -3.1% |
| 30D | -8.9% | -12.0% | +3.1% | -1.7% |
| 3M | -17.3% | -3.2% | -14.1% | -15.8% |
| 6M | -1.4% | -7.9% | +6.5% | +3.5% |
| YTD | +10.0% | +18.2% | -8.2% | -1.0% |
| 1Y | -6.4% | +6.7% | -13.0% | -10.4% |
| 3Y | +1.5% | +47.5% | -46.0% | -20.5% |
| 5Y | +9.3% | +39.5% | -30.2% | -12.9% |
| All | +421.5% | +203.2% | +218.3% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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