+5,669.9%
RCL vs TAP
+892.1%
+4,777.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +3.0% |
| 7D | +6.5% | +0.5% | +6.0% | +6.3% |
| 30D | +15.9% | +9.1% | +6.7% | +12.1% |
| 3M | +2.7% | -3.8% | +6.5% | +3.7% |
| 6M | +15.2% | -3.4% | +18.7% | +15.8% |
| YTD | +19.2% | -10.6% | +29.9% | +22.4% |
| 1Y | +31.6% | -4.4% | +36.0% | +31.7% |
| 3Y | +274.2% | -24.4% | +298.6% | +299.4% |
| 5Y | +250.1% | +2.1% | +248.0% | +233.1% |
| 10Y | +388.4% | -48.7% | +437.2% | +462.3% |
| All | +5,669.9% | +892.1% | +4,777.8% | +4,131.9% |
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 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