+2.4%
CARR vs TT
+120.7%
-118.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | +0.6% | +1.4% | -0.8% | -0.4% |
| 30D | -8.7% | -6.7% | -2.0% | -3.9% |
| 3M | -18.4% | -5.4% | -12.9% | -14.9% |
| 6M | -0.6% | +4.4% | -5.0% | -3.0% |
| YTD | +10.9% | +14.9% | -4.0% | +1.1% |
| 1Y | -7.3% | +9.3% | -16.5% | -12.8% |
| All | +2.4% | +120.7% | -118.3% | -36.3% |
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 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