-9.3%
CARR vs TEM
+46.9%
-56.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.9% | -1.9% |
| 7D | -4.1% | -9.2% | +5.0% | -3.4% |
| 30D | -11.0% | +5.5% | -16.4% | -11.7% |
| 3M | -16.4% | +18.7% | -35.1% | -18.2% |
| 6M | -2.4% | +15.4% | -17.8% | -4.8% |
| YTD | +8.4% | -0.5% | +8.9% | +6.7% |
| 1Y | -8.0% | -24.8% | +16.9% | -7.5% |
| All | -9.3% | +46.9% | -56.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 3y: compounded portfolio wealth divided by compounded TEM 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…
3y analysis · Full analysis span regression · 6 months rolling