+281.6%
RCL vs TE
-80.7%
+362.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.0% | +6.0% | +3.3% |
| 7D | +5.0% | -10.5% | +15.5% | +6.0% |
| 30D | +19.4% | -32.4% | +51.8% | +23.9% |
| 3M | +5.9% | -60.9% | +66.8% | +16.1% |
| 6M | +23.8% | -62.8% | +86.6% | +32.6% |
| YTD | +22.8% | -65.7% | +88.5% | +29.0% |
| 1Y | +34.3% | -39.9% | +74.2% | +28.7% |
| 3Y | +276.4% | +10.6% | +265.8% | +170.1% |
| 5Y | +281.6% | -79.7% | +361.2% | +268.0% |
| All | +281.6% | -80.7% | +362.3% | +268.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling