+173.5%
RCL vs TDG
+50.2%
+123.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | -2.2% | -2.4% | +0.2% | -0.6% |
| 30D | -15.7% | -8.0% | -7.7% | -10.9% |
| 3M | -8.0% | -10.5% | +2.5% | -1.3% |
| 6M | -10.1% | -11.9% | +1.8% | -2.6% |
| YTD | -5.9% | -15.4% | +9.5% | +3.8% |
| 1Y | -23.5% | -14.2% | -9.3% | -16.5% |
| All | +173.5% | +50.2% | +123.3% | +125.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling