+441.9%
CARR vs TMF
-87.9%
+529.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.6% | -1.4% | +3.0% | +1.6% |
| 30D | -8.7% | -2.8% | -5.9% | -8.7% |
| 3M | -12.6% | -10.9% | -1.7% | -12.4% |
| 6M | -1.5% | -21.3% | +19.8% | -1.3% |
| YTD | +14.3% | -15.9% | +30.2% | +14.5% |
| 1Y | -4.6% | -15.7% | +11.2% | -4.4% |
| 3Y | +7.3% | -43.4% | +50.7% | +6.7% |
| 5Y | +11.6% | -87.8% | +99.4% | -5.2% |
| All | +441.9% | -87.9% | +529.8% | +370.9% |
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 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