+1,270.4%
RCL vs TCOM
+2,843.2%
-1,572.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.6% |
| 7D | -0.2% | -1.4% | +1.1% | +0.2% |
| 30D | +14.4% | +11.5% | +2.9% | +10.3% |
| 3M | +5.2% | -5.2% | +10.4% | +6.6% |
| 6M | +26.1% | -16.9% | +43.1% | +32.6% |
| YTD | +17.4% | -39.9% | +57.3% | +36.6% |
| 1Y | +24.7% | -42.1% | +66.7% | +46.9% |
| 3Y | +250.9% | +28.0% | +222.9% | +199.6% |
| 5Y | +293.8% | +40.4% | +253.5% | +201.6% |
| 10Y | +342.4% | +5.6% | +336.7% | +263.7% |
| All | +1,270.4% | +2,843.2% | -1,572.9% | +436.1% |
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 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