-33.5%
TLT vs CARR
+421.5%
-455.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | -1.6% | -3.8% | +2.1% | -1.6% |
| 30D | -1.1% | -8.9% | +7.8% | -1.0% |
| 3M | -4.9% | -17.3% | +12.5% | -4.7% |
| 6M | -5.0% | -1.4% | -3.6% | -5.0% |
| YTD | -4.4% | +10.0% | -14.4% | -4.3% |
| 1Y | -6.4% | -6.4% | 0.0% | -6.3% |
| 3Y | -2.0% | +1.5% | -3.5% | -2.1% |
| 5Y | -35.0% | +9.3% | -44.3% | -35.6% |
| All | -33.5% | +421.5% | -455.0% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling