+852.8%
RCL vs TDG
+13,892.6%
-13,039.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -2.5% |
| 30D | +17.8% | +9.7% | +8.2% | +9.8% |
| 3M | +4.9% | -2.3% | +7.3% | +6.8% |
| 6M | +23.7% | +1.3% | +22.4% | +21.8% |
| YTD | +17.8% | -8.5% | +26.3% | +24.7% |
| 1Y | +28.9% | -8.1% | +37.1% | +36.0% |
| 3Y | +241.9% | +43.4% | +198.5% | +149.5% |
| 5Y | +295.4% | +127.8% | +167.6% | +105.2% |
| 10Y | +344.1% | +554.4% | -210.3% | +15.2% |
| All | +852.8% | +13,892.6% | -13,039.8% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling