+2.4%
CARR vs TMF
-42.1%
+44.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.8% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -8.7% | -1.0% | -7.7% | -8.6% |
| 3M | -18.4% | -11.3% | -7.1% | -17.2% |
| 6M | -0.6% | -22.7% | +22.1% | +1.9% |
| YTD | +10.9% | -17.3% | +28.3% | +13.1% |
| 1Y | -7.3% | -22.5% | +15.2% | -5.1% |
| All | +2.4% | -42.1% | +44.5% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling