+421.5%
CARR vs TSN
+46.7%
+374.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.2% |
| 7D | -3.8% | +3.0% | -6.8% | -4.5% |
| 30D | -8.9% | -4.2% | -4.7% | -8.1% |
| 3M | -17.3% | -3.9% | -13.4% | -16.9% |
| 6M | -1.4% | -9.8% | +8.4% | +0.4% |
| YTD | +10.0% | -7.3% | +17.3% | +10.9% |
| 1Y | -6.4% | -2.2% | -4.1% | -7.2% |
| 3Y | +1.5% | +11.9% | -10.3% | -5.3% |
| 5Y | +9.3% | -16.9% | +26.2% | +12.4% |
| All | +421.5% | +46.7% | +374.8% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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