+102.5%
RCL vs TE
-49.8%
+152.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.5% |
| 7D | -2.2% | +15.0% | -17.2% | -3.7% |
| 30D | -15.7% | -7.5% | -8.1% | -15.2% |
| 3M | -8.0% | -42.0% | +34.0% | -4.1% |
| 6M | -10.1% | -31.4% | +21.3% | -10.2% |
| YTD | -5.9% | -26.5% | +20.6% | -8.3% |
| 1Y | -23.5% | +153.1% | -176.6% | -39.6% |
| 3Y | +174.4% | -20.7% | +195.1% | +136.1% |
| 5Y | +227.1% | -45.4% | +272.6% | +187.9% |
| All | +102.5% | -49.8% | +152.3% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling