+83.2%
RCL vs TEM
+60.7%
+22.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -0.5% | +3.2% | -3.7% | -0.9% |
| 30D | -17.3% | +23.5% | -40.9% | -20.5% |
| 3M | -2.8% | +32.3% | -35.1% | -8.0% |
| 6M | -4.4% | +23.0% | -27.4% | -9.0% |
| YTD | -4.2% | +8.9% | -13.0% | -7.6% |
| 1Y | -23.4% | -19.9% | -3.5% | -23.6% |
| All | +83.2% | +60.7% | +22.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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