+421.5%
CARR vs TE
-50.2%
+471.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -8.9% | -5.9% | -3.0% | -8.7% |
| 3M | -17.3% | -45.6% | +28.3% | -14.5% |
| 6M | -1.4% | -43.4% | +42.0% | +0.1% |
| YTD | +10.0% | -31.0% | +41.0% | +8.7% |
| 1Y | -6.4% | +145.2% | -151.6% | -19.2% |
| 3Y | +1.5% | -24.1% | +25.6% | -8.5% |
| 5Y | +9.3% | -48.1% | +57.4% | -1.2% |
| All | +421.5% | -50.2% | +471.7% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling