+127.9%
RCL vs TEM
+90.1%
+37.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.6% | +0.3% |
| 7D | +6.5% | +5.3% | +1.2% | +5.7% |
| 30D | +15.9% | +8.1% | +7.8% | +14.4% |
| 3M | +2.7% | +64.9% | -62.2% | -6.3% |
| 6M | +15.2% | +42.1% | -26.9% | +6.7% |
| YTD | +19.2% | +28.8% | -9.6% | +11.1% |
| 1Y | +31.6% | +5.5% | +26.1% | +25.8% |
| All | +127.9% | +90.1% | +37.8% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling