+331.9%
RCL vs TMF
-82.1%
+414.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.2% |
| 7D | -1.2% | -9.3% | +8.1% | -2.2% |
| 30D | +17.8% | +1.9% | +15.9% | +18.1% |
| 3M | +4.9% | -11.2% | +16.2% | +3.7% |
| 6M | +23.7% | -17.7% | +41.4% | +21.0% |
| YTD | +17.8% | -24.5% | +42.3% | +14.0% |
| 1Y | +28.9% | -29.4% | +58.4% | +23.6% |
| 3Y | +241.9% | -33.4% | +275.3% | +231.7% |
| 5Y | +295.4% | -88.7% | +384.1% | +161.7% |
| All | +331.9% | -82.1% | +414.0% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling