-1.4%
CARR vs TXG
+237.2%
-238.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.9% |
| 7D | -3.8% | +9.5% | -13.2% | -5.3% |
| 30D | -8.9% | +18.8% | -27.7% | -11.9% |
| 3M | -17.3% | +136.1% | -153.4% | -32.5% |
| 6M | -1.4% | +235.2% | -236.6% | -28.0% |
| All | -1.4% | +237.2% | -238.6% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling