+421.5%
CARR vs TW
+192.1%
+229.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.7% |
| 7D | -3.8% | -4.5% | +0.7% | -2.9% |
| 30D | -8.9% | -2.3% | -6.6% | -8.5% |
| 3M | -17.3% | +2.6% | -19.9% | -18.4% |
| 6M | -1.4% | -17.5% | +16.2% | +2.3% |
| YTD | +10.0% | -5.3% | +15.3% | +9.6% |
| 1Y | -6.4% | -14.8% | +8.4% | -4.1% |
| 3Y | +1.5% | +18.8% | -17.3% | -7.6% |
| 5Y | +9.3% | +20.7% | -11.4% | -4.4% |
| All | +421.5% | +192.1% | +229.4% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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