+414.1%
CARR vs TRGP
+6,883.5%
-6,469.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -4.1% | -0.6% | -3.6% | -4.0% |
| 30D | -11.0% | +10.0% | -20.9% | -13.1% |
| 3M | -16.4% | +7.6% | -24.0% | -18.2% |
| 6M | -2.4% | +26.8% | -29.2% | -8.8% |
| YTD | +8.4% | +60.6% | -52.1% | -4.6% |
| 1Y | -8.0% | +82.5% | -90.5% | -22.0% |
| 3Y | +0.6% | +265.0% | -264.4% | -29.3% |
| 5Y | +7.7% | +645.9% | -638.2% | -36.6% |
| All | +414.1% | +6,883.5% | -6,469.4% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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