+153.6%
RCL vs TE
-80.5%
+234.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.7% |
| 7D | -1.2% | -19.1% | +17.9% | +1.0% |
| 30D | +17.8% | -34.1% | +52.0% | +22.5% |
| 3M | +4.9% | -60.1% | +65.1% | +14.6% |
| 6M | +23.7% | -66.0% | +89.7% | +33.5% |
| YTD | +17.8% | -71.4% | +89.2% | +26.0% |
| 1Y | +28.9% | -45.3% | +74.2% | +25.2% |
| 3Y | +241.9% | +9.1% | +232.7% | +149.7% |
| 5Y | +295.4% | -82.6% | +378.0% | +287.6% |
| All | +153.6% | -80.5% | +234.0% | +154.2% |
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