+397.5%
CARR vs TMF
-88.5%
+485.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -1.9% | -3.4% | +1.4% | -1.9% |
| 30D | -1.1% | +11.5% | -12.6% | -1.3% |
| 3M | -13.8% | -4.5% | -9.3% | -13.8% |
| 6M | -16.5% | -15.0% | -1.5% | -16.3% |
| YTD | +4.9% | -19.9% | +24.8% | +5.2% |
| 1Y | -2.7% | -26.6% | +23.9% | -2.4% |
| 3Y | +10.4% | -29.8% | +40.3% | +10.8% |
| 5Y | +7.7% | -88.2% | +95.9% | -8.4% |
| All | +397.5% | -88.5% | +485.9% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling