+1,326.5%
RCL vs TCOM
+2,870.5%
-1,544.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | +0.6% | +2.2% | -1.5% | -0.1% |
| 30D | +19.4% | +12.5% | +6.9% | +14.8% |
| 3M | +9.8% | -5.6% | +15.4% | +11.4% |
| 6M | +28.6% | -16.5% | +45.1% | +35.0% |
| YTD | +22.2% | -39.4% | +61.5% | +41.7% |
| 1Y | +29.7% | -41.0% | +70.7% | +51.9% |
| 3Y | +265.3% | +29.2% | +236.1% | +210.9% |
| 5Y | +301.8% | +41.6% | +260.1% | +206.7% |
| 10Y | +360.5% | +6.6% | +353.9% | +277.4% |
| All | +1,326.5% | +2,870.5% | -1,544.0% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling