+421.5%
CARR vs TFC
+146.3%
+275.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -3.8% | -2.4% | -1.3% | -2.8% |
| 30D | -8.9% | -3.4% | -5.5% | -7.6% |
| 3M | -17.3% | +0.4% | -17.7% | -17.7% |
| 6M | -1.4% | +12.7% | -14.1% | -6.4% |
| YTD | +10.0% | +5.6% | +4.4% | +7.1% |
| 1Y | -6.4% | +16.0% | -22.4% | -12.5% |
| 3Y | +1.5% | +94.0% | -92.4% | -23.5% |
| 5Y | +9.3% | +16.2% | -6.9% | -1.6% |
| All | +421.5% | +146.3% | +275.2% | +263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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