+421.5%
CARR vs TTMI
+1,283.4%
-861.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | +0.6% |
| 7D | -3.8% | +0.7% | -4.4% | -4.0% |
| 30D | -8.9% | -8.4% | -0.5% | -7.3% |
| 3M | -17.3% | -32.5% | +15.1% | -10.3% |
| 6M | -1.4% | +32.5% | -33.9% | -12.0% |
| YTD | +10.0% | +83.2% | -73.3% | -12.5% |
| 1Y | -6.4% | +161.7% | -168.0% | -34.9% |
| 3Y | +1.5% | +890.1% | -888.6% | -56.9% |
| 5Y | +9.3% | +832.4% | -823.1% | -54.8% |
| All | +421.5% | +1,283.4% | -861.9% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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