+375.0%
RCL vs TMF
-82.2%
+457.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +0.4% |
| 7D | +8.5% | -1.1% | +9.6% | +8.4% |
| 30D | +20.4% | +11.8% | +8.6% | +21.9% |
| 3M | +11.0% | -4.0% | +15.0% | +10.6% |
| 6M | +24.9% | -16.5% | +41.4% | +22.2% |
| YTD | +23.9% | -19.9% | +43.8% | +20.6% |
| 1Y | +30.8% | -25.6% | +56.4% | +26.1% |
| 3Y | +270.4% | -29.9% | +300.3% | +261.3% |
| 5Y | +296.1% | -88.2% | +384.3% | +162.2% |
| 10Y | +375.0% | -81.7% | +456.7% | +263.5% |
| All | +375.0% | -82.2% | +457.2% | +263.5% |
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