+644.4%
RCL vs TDY
+7,071.3%
-6,427.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | -0.5% | -0.9% | +0.4% | -0.1% |
| 30D | -17.3% | -12.5% | -4.9% | -12.5% |
| 3M | -2.8% | -1.2% | -1.6% | -2.4% |
| 6M | -4.4% | -6.6% | +2.2% | -1.7% |
| YTD | -4.2% | +18.5% | -22.6% | -11.4% |
| 1Y | -23.4% | +10.8% | -34.1% | -27.0% |
| 3Y | +179.4% | +47.5% | +131.9% | +135.6% |
| 5Y | +238.8% | +35.8% | +203.0% | +199.4% |
| 10Y | +350.2% | +459.0% | -108.8% | +157.3% |
| All | +644.4% | +7,071.3% | -6,427.0% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling