-1.8%
CARR vs TXG
+406.9%
-408.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -0.7% | -19.3% | +18.6% | +1.6% |
| 30D | +0.3% | -30.9% | +31.2% | +4.1% |
| 3M | -14.9% | +41.1% | -56.0% | -20.6% |
| 6M | -14.9% | +211.9% | -226.7% | -30.1% |
| YTD | +7.0% | +314.0% | -307.0% | -14.6% |
| 1Y | -1.8% | +405.4% | -407.1% | -23.0% |
| All | -1.8% | +406.9% | -408.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling