+342.5%
RCL vs TCOM
-12.7%
+355.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -0.4% |
| 7D | -2.2% | -10.2% | +8.0% | +2.3% |
| 30D | -15.7% | -16.8% | +1.2% | -8.9% |
| 3M | -8.0% | -16.7% | +8.7% | -1.7% |
| 6M | -10.1% | -27.1% | +16.9% | +1.9% |
| YTD | -5.9% | -45.5% | +39.6% | +19.8% |
| 1Y | -23.5% | -45.9% | +22.4% | -2.5% |
| 3Y | +174.4% | +9.8% | +164.6% | +130.7% |
| 5Y | +227.1% | +23.8% | +203.3% | +128.2% |
| 10Y | +342.5% | -10.8% | +353.3% | +222.1% |
| All | +342.5% | -12.7% | +355.2% | +222.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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