+421.5%
CARR vs TNA
+479.6%
-58.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.1% |
| 7D | -3.8% | -7.3% | +3.5% | -1.7% |
| 30D | -8.9% | -14.2% | +5.3% | -5.1% |
| 3M | -17.3% | -4.6% | -12.7% | -16.4% |
| 6M | -1.4% | +36.9% | -38.3% | -10.5% |
| YTD | +10.0% | +42.5% | -32.6% | -1.9% |
| 1Y | -6.4% | +45.8% | -52.1% | -17.9% |
| 3Y | +1.5% | +104.7% | -103.1% | -24.8% |
| 5Y | +9.3% | -21.7% | +31.0% | -6.9% |
| All | +421.5% | +479.6% | -58.1% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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