+172.7%
RCL vs TDY
+45.1%
+127.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.5% | -1.9% | -0.6% | -1.2% |
| 30D | -15.7% | -12.5% | -3.2% | -8.0% |
| 3M | -3.6% | -0.8% | -2.8% | -3.6% |
| 6M | -8.7% | -9.0% | +0.3% | -3.4% |
| YTD | -6.2% | +16.8% | -23.0% | -17.4% |
| 1Y | -22.9% | +9.5% | -32.3% | -29.0% |
| All | +172.7% | +45.1% | +127.6% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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