+2.4%
CARR vs TLN
+483.9%
-481.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | +0.6% | +5.8% | -5.2% | -0.4% |
| 30D | -8.7% | -6.9% | -1.8% | -7.7% |
| 3M | -18.4% | -10.9% | -7.5% | -17.0% |
| 6M | -0.6% | -4.6% | +4.0% | -0.6% |
| YTD | +10.9% | -14.7% | +25.6% | +12.1% |
| 1Y | -7.3% | -17.9% | +10.6% | -6.2% |
| All | +2.4% | +483.9% | -481.5% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling