+333.1%
RCL vs TDG
+547.7%
-214.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.6% |
| 7D | -1.9% | -1.9% | 0.0% | -0.3% |
| 30D | -15.5% | -7.7% | -7.8% | -9.6% |
| 3M | -9.7% | -9.3% | -0.3% | -2.3% |
| 6M | -8.7% | -9.4% | +0.6% | -1.3% |
| YTD | -5.8% | -14.3% | +8.5% | +5.9% |
| 1Y | -24.5% | -11.8% | -12.6% | -17.5% |
| 3Y | +173.9% | +52.0% | +121.9% | +78.8% |
| 5Y | +228.0% | +128.8% | +99.1% | +52.4% |
| All | +333.1% | +547.7% | -214.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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