+31.5%
RCL vs TLN
-6.0%
+37.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +8.5% | +1.1% | +7.4% | +8.0% |
| 30D | +20.4% | -4.6% | +25.0% | +21.2% |
| 3M | +11.0% | +5.2% | +5.8% | +8.6% |
| 6M | +24.9% | -6.5% | +31.4% | +23.9% |
| YTD | +23.9% | -3.6% | +27.5% | +20.1% |
| All | +31.5% | -6.0% | +37.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling