+342.5%
RCL vs TD
+295.5%
+47.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.6% | -0.4% |
| 7D | -2.2% | -1.9% | -0.3% | +0.1% |
| 30D | -15.7% | -1.6% | -14.1% | -14.3% |
| 3M | -8.0% | +4.6% | -12.6% | -13.9% |
| 6M | -10.1% | +26.8% | -37.0% | -33.9% |
| YTD | -5.9% | +28.3% | -34.2% | -31.9% |
| 1Y | -23.5% | +60.4% | -83.9% | -58.6% |
| 3Y | +174.4% | +125.7% | +48.7% | -8.9% |
| 5Y | +227.1% | +122.4% | +104.8% | +11.2% |
| 10Y | +342.5% | +297.1% | +45.4% | -3.5% |
| All | +342.5% | +295.5% | +47.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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