+436.5%
CARR vs TFC
+147.0%
+289.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.3% |
| 30D | -7.7% | -2.5% | -5.2% | -6.7% |
| 3M | -11.9% | +4.5% | -16.5% | -13.8% |
| 6M | +2.0% | +11.0% | -8.9% | -2.5% |
| YTD | +13.2% | +5.9% | +7.3% | +10.0% |
| 1Y | -8.5% | +14.6% | -23.1% | -14.1% |
| 3Y | +5.0% | +96.7% | -91.8% | -21.4% |
| 5Y | +12.0% | +15.6% | -3.6% | +1.0% |
| All | +436.5% | +147.0% | +289.4% | +273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling