+5,669.9%
RCL vs TFC
+1,508.9%
+4,161.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +2.0% |
| 7D | +6.5% | +1.2% | +5.3% | +5.8% |
| 30D | +15.9% | +8.3% | +7.5% | +9.8% |
| 3M | +2.7% | -5.2% | +7.8% | +6.3% |
| 6M | +15.2% | -0.8% | +16.0% | +14.9% |
| YTD | +19.2% | +3.4% | +15.8% | +15.7% |
| 1Y | +31.6% | +17.0% | +14.6% | +17.5% |
| 3Y | +274.2% | +86.2% | +188.0% | +142.0% |
| 5Y | +250.1% | -2.3% | +252.4% | +238.0% |
| 10Y | +388.4% | +93.9% | +294.5% | +212.5% |
| All | +5,669.9% | +1,508.9% | +4,161.1% | +1,681.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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