+675.0%
RCL vs TDG
+13,063.4%
-12,388.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.9% |
| 7D | -0.5% | -0.9% | +0.5% | +0.2% |
| 30D | -17.3% | -6.5% | -10.8% | -12.9% |
| 3M | -2.8% | -5.1% | +2.3% | +1.0% |
| 6M | -4.4% | -11.5% | +7.1% | +4.7% |
| YTD | -4.2% | -13.9% | +9.7% | +6.4% |
| 1Y | -23.4% | -11.5% | -11.9% | -17.0% |
| 3Y | +179.4% | +53.7% | +125.7% | +91.8% |
| 5Y | +238.8% | +135.5% | +103.2% | +71.8% |
| 10Y | +350.2% | +535.2% | -185.0% | +19.8% |
| All | +675.0% | +13,063.4% | -12,388.4% | -68.7% |
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