+42.3%
CARR vs TLN
+602.5%
-560.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | +3.2% | +10.9% | -7.7% | +1.3% |
| 30D | -7.7% | -6.3% | -1.3% | -6.7% |
| 3M | -11.9% | -10.7% | -1.2% | -10.6% |
| 6M | +2.0% | +1.6% | +0.4% | +0.9% |
| YTD | +13.2% | -13.1% | +26.2% | +14.0% |
| 1Y | -8.5% | -15.1% | +6.5% | -8.0% |
| 3Y | +5.0% | +495.0% | -490.1% | -31.1% |
| All | +42.3% | +602.5% | -560.2% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling