-32.4%
TLT vs CARR
+436.5%
-468.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | +0.4% | +3.2% | -2.8% | +0.4% |
| 30D | -0.3% | -7.7% | +7.4% | -0.2% |
| 3M | -1.7% | -11.9% | +10.2% | -1.6% |
| 6M | -4.9% | +2.0% | -6.9% | -4.9% |
| YTD | -2.8% | +13.2% | -15.9% | -2.8% |
| 1Y | -4.2% | -8.5% | +4.3% | -4.2% |
| 3Y | -1.1% | +5.0% | -6.1% | -1.3% |
| 5Y | -33.7% | +12.0% | -45.7% | -34.3% |
| All | -32.4% | +436.5% | -468.9% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling