+134.7%
RCL vs TEM
+111.1%
+23.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.0% | -8.0% | +1.5% |
| 7D | +5.0% | +7.6% | -2.6% | +3.8% |
| 30D | +19.4% | +19.0% | +0.3% | +16.3% |
| 3M | +5.9% | +62.2% | -56.3% | -2.8% |
| 6M | +23.8% | +69.4% | -45.6% | +11.8% |
| YTD | +22.8% | +43.0% | -20.2% | +12.8% |
| 1Y | +34.3% | +18.0% | +16.3% | +26.4% |
| All | +134.7% | +111.1% | +23.6% | +95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling