+414.1%
CARR vs TNA
+473.4%
-59.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.8% | -1.4% |
| 7D | -4.1% | -7.6% | +3.5% | -2.0% |
| 30D | -11.0% | -13.6% | +2.7% | -7.4% |
| 3M | -16.4% | +2.8% | -19.2% | -17.2% |
| 6M | -2.4% | +34.5% | -36.9% | -10.9% |
| YTD | +8.4% | +41.0% | -32.6% | -3.0% |
| 1Y | -8.0% | +52.0% | -60.0% | -20.2% |
| 3Y | +0.6% | +103.5% | -102.9% | -25.4% |
| 5Y | +7.7% | -22.5% | +30.3% | -8.0% |
| All | +414.1% | +473.4% | -59.4% | +182.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling