+331.9%
RCL vs TEL
+283.7%
+48.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.0% |
| 7D | -1.2% | +4.5% | -5.7% | -5.4% |
| 30D | +17.8% | +2.9% | +15.0% | +14.1% |
| 3M | +4.9% | +1.1% | +3.8% | +2.1% |
| 6M | +23.7% | +5.0% | +18.7% | +15.3% |
| YTD | +17.8% | -3.9% | +21.7% | +16.2% |
| 1Y | +28.9% | -7.4% | +36.4% | +30.9% |
| 3Y | +241.9% | +81.0% | +160.9% | +62.5% |
| 5Y | +295.4% | +42.3% | +253.1% | +146.7% |
| All | +331.9% | +283.7% | +48.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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