+10.7%
CARR vs TTMI
+830.4%
-819.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -1.9% | +0.6% |
| 7D | -3.8% | +0.7% | -4.4% | -3.9% |
| 30D | -8.9% | -8.4% | -0.5% | -7.4% |
| 3M | -17.3% | -32.5% | +15.1% | -10.7% |
| 6M | -1.4% | +32.5% | -33.9% | -11.3% |
| YTD | +10.0% | +83.2% | -73.3% | -11.1% |
| 1Y | -6.4% | +161.7% | -168.0% | -33.5% |
| 3Y | +1.5% | +890.1% | -888.6% | -55.1% |
| All | +10.7% | +830.4% | -819.7% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling