-35.1%
TLT vs CARR
+6.4%
-41.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -1.6% | -4.1% | +2.6% | -1.3% |
| 30D | -1.3% | -11.0% | +9.6% | -0.7% |
| 3M | -3.7% | -16.4% | +12.6% | -2.8% |
| 6M | -6.4% | -2.4% | -4.0% | -6.4% |
| YTD | -4.5% | +8.4% | -12.9% | -5.1% |
| 1Y | -5.9% | -8.0% | +2.1% | -5.7% |
| 3Y | -2.8% | +0.6% | -3.4% | -4.6% |
| 5Y | -35.1% | +7.7% | -42.8% | -38.1% |
| All | -35.1% | +6.4% | -41.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling