+441.9%
CARR vs TT
+501.1%
-59.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.4% |
| 7D | +1.6% | 0.0% | +1.6% | +1.6% |
| 30D | -8.7% | -7.2% | -1.6% | -3.6% |
| 3M | -12.6% | -3.0% | -9.6% | -10.6% |
| 6M | -1.5% | +1.4% | -2.9% | -2.1% |
| YTD | +14.3% | +15.9% | -1.6% | +2.8% |
| 1Y | -4.6% | +9.4% | -14.0% | -10.8% |
| 3Y | +7.3% | +124.4% | -117.0% | -41.5% |
| 5Y | +11.6% | +138.0% | -126.4% | -43.2% |
| All | +441.9% | +501.1% | -59.1% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling