+10.9%
CARR vs TT
+91.4%
-80.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.7% |
| 7D | +3.5% | +4.0% | -0.6% | +0.4% |
| 30D | +0.4% | -11.3% | +11.7% | +9.2% |
| 3M | -14.1% | -12.3% | -1.8% | -5.8% |
| 6M | -16.7% | -10.8% | -5.8% | -9.7% |
| YTD | +4.2% | +8.2% | -4.0% | -1.6% |
| 1Y | -0.2% | +1.5% | -1.7% | -1.3% |
| 3Y | +10.9% | +91.5% | -80.6% | -32.4% |
| All | +10.9% | +91.4% | -80.5% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling