+5,578.7%
RCL vs TAP
+873.2%
+4,705.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.8% |
| 7D | -0.2% | -6.3% | +6.1% | +2.0% |
| 30D | +14.4% | +2.7% | +11.7% | +13.1% |
| 3M | +5.2% | -3.7% | +8.9% | +6.2% |
| 6M | +26.1% | -2.0% | +28.2% | +26.0% |
| YTD | +17.4% | -12.3% | +29.7% | +21.3% |
| 1Y | +24.7% | -10.1% | +34.7% | +27.6% |
| 3Y | +250.9% | -25.3% | +276.2% | +276.1% |
| 5Y | +293.8% | -1.9% | +295.8% | +280.3% |
| 10Y | +342.4% | -47.8% | +390.2% | +407.8% |
| All | +5,578.7% | +873.2% | +4,705.6% | +4,093.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling