+421.5%
CARR vs TT
+493.8%
-72.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.0% |
| 7D | -3.8% | -1.2% | -2.6% | -2.9% |
| 30D | -8.9% | -7.3% | -1.6% | -3.7% |
| 3M | -17.3% | -3.6% | -13.7% | -15.1% |
| 6M | -1.4% | +2.8% | -4.2% | -2.9% |
| YTD | +10.0% | +14.5% | -4.5% | -0.1% |
| 1Y | -6.4% | +7.4% | -13.8% | -11.2% |
| 3Y | +1.5% | +116.2% | -114.7% | -43.1% |
| 5Y | +9.3% | +147.4% | -138.1% | -45.5% |
| All | +421.5% | +493.8% | -72.3% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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