+175.6%
RCL vs THC
+238.5%
-62.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -19.0% | +1.3% | -20.3% | -19.3% |
| 3M | -9.6% | +64.2% | -73.8% | -20.0% |
| 6M | -6.7% | +8.3% | -15.0% | -9.2% |
| YTD | -3.9% | +33.4% | -37.3% | -11.2% |
| 1Y | -25.1% | +37.7% | -62.8% | -31.7% |
| All | +175.6% | +238.5% | -62.9% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 3y: compounded portfolio wealth divided by compounded THC 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…
3y analysis · Full analysis span regression · 6 months rolling