+366.9%
RCL vs TCOM
+8.8%
+358.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.5% | +6.5% | +2.0% | +5.6% |
| 30D | +20.4% | +13.3% | +7.1% | +14.0% |
| 3M | +11.0% | -6.5% | +17.4% | +13.6% |
| 6M | +24.9% | -16.3% | +41.2% | +32.8% |
| YTD | +23.9% | -38.7% | +62.6% | +49.4% |
| 1Y | +30.8% | -40.1% | +70.9% | +59.4% |
| 3Y | +270.4% | +30.6% | +239.8% | +187.0% |
| 5Y | +296.1% | +45.8% | +250.3% | +155.5% |
| All | +366.9% | +8.8% | +358.1% | +216.6% |
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