-8.0%
CARR vs TEM
+47.5%
-55.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +1.0% | +1.4% |
| 7D | -3.8% | -8.7% | +4.9% | -3.1% |
| 30D | -8.9% | +8.1% | -17.0% | -9.8% |
| 3M | -17.3% | +19.0% | -36.3% | -19.1% |
| 6M | -1.4% | +12.0% | -13.4% | -3.6% |
| YTD | +10.0% | -0.1% | +10.1% | +8.2% |
| 1Y | -6.4% | -33.5% | +27.2% | -4.7% |
| All | -8.0% | +47.5% | -55.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling