+1,022.0%
RCL vs TCOM
+2,694.8%
-1,672.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -5.1% | -9.5% | +4.4% | -1.9% |
| 30D | -19.0% | -10.7% | -8.3% | -16.0% |
| 3M | -9.6% | -14.6% | +5.0% | -5.5% |
| 6M | -6.7% | -19.3% | +12.6% | -0.6% |
| YTD | -3.9% | -42.9% | +39.0% | +14.1% |
| 1Y | -25.1% | -43.8% | +18.7% | -10.6% |
| 3Y | +179.1% | +2.1% | +177.0% | +157.5% |
| 5Y | +243.3% | +31.2% | +212.1% | +168.8% |
| 10Y | +325.8% | -13.9% | +339.7% | +272.2% |
| All | +1,022.0% | +2,694.8% | -1,672.8% | +347.8% |
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