+394.0%
CARR vs TMF
-89.1%
+483.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +3.5% | -9.3% | +12.7% | +3.7% |
| 30D | +0.4% | +1.9% | -1.6% | +0.3% |
| 3M | -14.1% | -11.2% | -2.8% | -13.9% |
| 6M | -16.7% | -17.7% | +1.0% | -16.4% |
| YTD | +4.2% | -24.5% | +28.7% | +4.6% |
| 1Y | -0.2% | -29.4% | +29.2% | +0.2% |
| 3Y | +10.9% | -33.4% | +44.3% | +11.4% |
| 5Y | +3.9% | -88.7% | +92.6% | -11.4% |
| All | +394.0% | -89.1% | +483.1% | +330.1% |
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 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