-23.4%
RCL vs TAP
-19.0%
-4.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.5% |
| 7D | -0.5% | -2.3% | +1.9% | 0.0% |
| 30D | -17.3% | -9.4% | -7.9% | -15.8% |
| 3M | -2.8% | -0.8% | -2.0% | -2.5% |
| 6M | -4.4% | -14.7% | +10.4% | -2.0% |
| YTD | -4.2% | -13.9% | +9.8% | -2.3% |
| 1Y | -23.4% | -18.6% | -4.7% | -22.7% |
| All | -23.4% | -19.0% | -4.4% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling