-1.8%
CARR vs TMF
-23.9%
+22.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | -0.3% |
| 7D | -0.7% | +4.0% | -4.6% | -2.1% |
| 30D | +0.3% | +19.5% | -19.1% | -6.4% |
| 3M | -14.9% | -3.5% | -11.4% | -13.7% |
| 6M | -14.9% | -10.6% | -4.3% | -10.8% |
| YTD | +7.0% | -17.1% | +24.1% | +14.3% |
| 1Y | -1.8% | -24.3% | +22.5% | +7.2% |
| All | -1.8% | -23.9% | +22.1% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling