+216.2%
RCL vs TLN
+583.6%
-367.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.0% |
| 7D | -5.1% | +7.1% | -12.1% | -6.6% |
| 30D | -19.0% | -3.9% | -15.1% | -18.5% |
| 3M | -9.6% | -16.2% | +6.6% | -6.7% |
| 6M | -6.7% | -5.8% | -0.9% | -6.9% |
| YTD | -3.9% | -15.4% | +11.5% | -2.5% |
| 1Y | -25.1% | -16.7% | -8.4% | -24.4% |
| 3Y | +179.1% | +473.8% | -294.6% | +76.2% |
| All | +216.2% | +583.6% | -367.3% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling