+219.1%
RCL vs TDY
+39.0%
+180.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.5% |
| 7D | -1.9% | -1.1% | -0.8% | -1.0% |
| 30D | -15.5% | -12.0% | -3.5% | -6.5% |
| 3M | -9.7% | -3.2% | -6.5% | -7.9% |
| 6M | -8.7% | -7.9% | -0.9% | -3.3% |
| YTD | -5.8% | +18.2% | -24.0% | -20.0% |
| 1Y | -24.5% | +6.7% | -31.1% | -30.1% |
| 3Y | +173.9% | +47.5% | +126.4% | +88.9% |
| All | +219.1% | +39.0% | +180.0% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling