+307.4%
RCL vs TCOM
+44.6%
+262.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.5% | +6.5% | +2.0% | +6.5% |
| 30D | +20.4% | +13.3% | +7.1% | +16.0% |
| 3M | +11.0% | -6.5% | +17.4% | +12.8% |
| 6M | +24.9% | -16.3% | +41.2% | +30.5% |
| YTD | +23.9% | -38.7% | +62.6% | +41.2% |
| 1Y | +30.8% | -40.1% | +70.9% | +50.2% |
| 3Y | +270.4% | +30.6% | +239.8% | +215.0% |
| All | +307.4% | +44.6% | +262.7% | +229.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling