+414.1%
CARR vs TTMI
+1,238.5%
-824.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -1.9% |
| 7D | -4.1% | +6.0% | -10.2% | -5.7% |
| 30D | -11.0% | -6.4% | -4.5% | -10.0% |
| 3M | -16.4% | -28.9% | +12.6% | -10.6% |
| 6M | -2.4% | +26.9% | -29.2% | -11.9% |
| YTD | +8.4% | +77.3% | -68.9% | -13.0% |
| 1Y | -8.0% | +147.5% | -155.5% | -35.0% |
| 3Y | +0.6% | +847.6% | -847.1% | -56.8% |
| 5Y | +7.7% | +802.2% | -794.5% | -55.0% |
| All | +414.1% | +1,238.5% | -824.5% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling