+7.7%
CARR vs TFC
+14.0%
-6.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | -4.1% | -2.5% | -1.6% | -3.1% |
| 30D | -11.0% | -2.8% | -8.1% | -9.9% |
| 3M | -16.4% | +2.1% | -18.5% | -17.4% |
| 6M | -2.4% | +10.1% | -12.5% | -6.7% |
| YTD | +8.4% | +5.4% | +3.0% | +5.4% |
| 1Y | -8.0% | +16.3% | -24.3% | -14.5% |
| 3Y | +0.6% | +95.9% | -95.3% | -25.4% |
| 5Y | +7.7% | +16.0% | -8.3% | -2.0% |
| All | +7.7% | +14.0% | -6.2% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling