-1.4%
TLT vs CARR
-3.6%
+2.1%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.4% | +1.6% | -2.0% | -0.5% |
| 30D | -0.6% | -8.7% | +8.2% | 0.0% |
| 3M | -2.7% | -12.6% | +9.8% | -2.0% |
| 6M | -5.6% | -1.5% | -4.1% | -5.6% |
| YTD | -2.8% | +14.3% | -17.1% | -3.8% |
| 1Y | -1.4% | -4.6% | +3.1% | -0.5% |
| All | -1.4% | -3.6% | +2.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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