+421.5%
CARR vs TKO
+517.3%
-95.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.4% |
| 7D | -3.8% | +2.3% | -6.1% | -4.2% |
| 30D | -8.9% | -2.5% | -6.4% | -8.6% |
| 3M | -17.3% | -10.6% | -6.7% | -15.8% |
| 6M | -1.4% | -5.1% | +3.7% | -0.9% |
| YTD | +10.0% | -8.2% | +18.2% | +11.1% |
| 1Y | -6.4% | -4.4% | -1.9% | -6.3% |
| 3Y | +1.5% | +100.4% | -98.8% | -10.8% |
| 5Y | +9.3% | +294.3% | -285.0% | -14.8% |
| All | +421.5% | +517.3% | -95.8% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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