+414.1%
CARR vs TMF
-88.5%
+502.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.2% | -2.2% |
| 7D | -4.1% | -4.8% | +0.6% | -4.0% |
| 30D | -11.0% | -4.9% | -6.1% | -10.9% |
| 3M | -16.4% | -13.4% | -3.0% | -16.2% |
| 6M | -2.4% | -23.0% | +20.7% | -2.1% |
| YTD | +8.4% | -20.2% | +28.6% | +8.8% |
| 1Y | -8.0% | -26.5% | +18.5% | -7.7% |
| 3Y | +0.6% | -45.2% | +45.7% | +0.2% |
| 5Y | +7.7% | -88.4% | +96.2% | -8.5% |
| All | +414.1% | -88.5% | +502.6% | +347.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling