+240.5%
RCL vs TLN
+599.9%
-359.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.1% | -6.0% | -4.4% |
| 7D | -0.2% | +22.3% | -22.5% | -4.8% |
| 30D | +14.4% | +1.2% | +13.2% | +13.5% |
| 3M | +5.2% | +5.9% | -0.8% | +2.7% |
| 6M | +26.1% | +3.2% | +22.9% | +22.7% |
| YTD | +17.4% | +3.2% | +14.2% | +12.8% |
| 1Y | +24.7% | +5.2% | +19.5% | +18.9% |
| All | +240.5% | +599.9% | -359.3% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling