-6.4%
CARR vs TT
+6.6%
-13.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.9% |
| 7D | -3.8% | -1.2% | -2.6% | -2.8% |
| 30D | -8.9% | -7.3% | -1.6% | -3.1% |
| 3M | -17.3% | -3.6% | -13.7% | -14.9% |
| 6M | -1.4% | +2.8% | -4.2% | -2.3% |
| YTD | +10.0% | +14.5% | -4.5% | +3.0% |
| 1Y | -6.4% | +7.4% | -13.8% | -10.2% |
| All | -6.4% | +6.6% | -13.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling