-5.3%
CARR vs TEM
+60.7%
-66.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +3.2% | +3.2% | 0.0% | +3.0% |
| 30D | -7.7% | +23.5% | -31.2% | -9.6% |
| 3M | -11.9% | +32.3% | -44.2% | -14.6% |
| 6M | +2.0% | +23.0% | -21.0% | -1.0% |
| YTD | +13.2% | +8.9% | +4.3% | +10.5% |
| 1Y | -8.5% | -19.9% | +11.3% | -8.5% |
| All | -5.3% | +60.7% | -66.0% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling