+366.9%
RCL vs TAP
-47.5%
+414.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +8.5% | -4.5% | +13.0% | +11.3% |
| 30D | +20.4% | +7.5% | +12.9% | +15.1% |
| 3M | +11.0% | -4.9% | +15.9% | +13.2% |
| 6M | +24.9% | -3.5% | +28.3% | +25.5% |
| YTD | +23.9% | -11.4% | +35.3% | +29.2% |
| 1Y | +30.8% | -10.8% | +41.6% | +35.6% |
| 3Y | +270.4% | -24.5% | +294.9% | +306.2% |
| 5Y | +296.1% | +2.5% | +293.7% | +239.9% |
| All | +366.9% | -47.5% | +414.4% | +321.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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