-23.5%
RCL vs TE
+145.5%
-169.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.7% |
| 7D | -2.2% | +15.0% | -17.2% | -2.6% |
| 30D | -15.7% | -7.5% | -8.1% | -15.6% |
| 3M | -8.0% | -42.0% | +34.0% | -6.7% |
| 6M | -10.1% | -31.4% | +21.3% | -9.1% |
| YTD | -5.9% | -26.5% | +20.6% | -5.4% |
| 1Y | -23.5% | +153.1% | -176.6% | -24.0% |
| All | -23.5% | +145.5% | -169.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling