+106.8%
RCL vs TE
-53.0%
+159.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.3% |
| 7D | -5.1% | -4.0% | -1.1% | -4.7% |
| 30D | -19.0% | -15.9% | -3.1% | -17.7% |
| 3M | -9.6% | -60.5% | +51.0% | -1.8% |
| 6M | -6.7% | -35.2% | +28.5% | -6.2% |
| YTD | -3.9% | -31.1% | +27.2% | -5.7% |
| 1Y | -25.1% | +148.6% | -173.7% | -40.8% |
| 3Y | +179.1% | -26.4% | +205.5% | +142.6% |
| 5Y | +243.3% | -48.0% | +291.3% | +204.0% |
| All | +106.8% | -53.0% | +159.7% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling