+25.8%
TMO vs CARR
-3.6%
+29.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -1.4% | +1.6% | -2.9% | -1.6% |
| 30D | +6.2% | -8.7% | +15.0% | +7.8% |
| 3M | +27.5% | -12.6% | +40.0% | +30.0% |
| 6M | +20.0% | -1.5% | +21.5% | +18.7% |
| YTD | +6.1% | +14.3% | -8.2% | +0.3% |
| 1Y | +25.8% | -4.6% | +30.4% | +27.8% |
| All | +25.8% | -3.6% | +29.4% | +27.8% |
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