+287.8%
RCL vs TLN
+710.8%
-423.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +1.0% |
| 7D | -1.2% | +11.0% | -12.2% | -3.6% |
| 30D | +17.8% | +4.9% | +12.9% | +15.9% |
| 3M | +4.9% | +4.9% | 0.0% | +2.7% |
| 6M | +23.7% | +7.1% | +16.6% | +19.3% |
| YTD | +17.8% | +0.3% | +17.5% | +13.9% |
| 1Y | +28.9% | +5.9% | +23.0% | +22.6% |
| 3Y | +241.9% | +578.5% | -336.6% | +106.2% |
| All | +287.8% | +710.8% | -423.0% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling