+421.5%
CARR vs TGT
+81.7%
+339.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.4% | +1.4% |
| 7D | -3.8% | -5.2% | +1.5% | -2.4% |
| 30D | -8.9% | +1.2% | -10.1% | -9.3% |
| 3M | -17.3% | +18.4% | -35.7% | -21.2% |
| 6M | -1.4% | +33.4% | -34.8% | -9.3% |
| YTD | +10.0% | +63.8% | -53.8% | -4.8% |
| 1Y | -6.4% | +77.2% | -83.5% | -20.9% |
| 3Y | +1.5% | +41.8% | -40.2% | -12.6% |
| 5Y | +9.3% | -25.5% | +34.8% | +8.3% |
| All | +421.5% | +81.7% | +339.8% | +557.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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