+175.6%
RCL vs TMF
-42.2%
+217.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.9% |
| 30D | -19.0% | -2.8% | -16.2% | -18.7% |
| 3M | -9.6% | -10.9% | +1.3% | -8.2% |
| 6M | -6.7% | -21.3% | +14.6% | -4.4% |
| YTD | -3.9% | -15.9% | +12.0% | -1.9% |
| 1Y | -25.1% | -15.7% | -9.4% | -23.6% |
| All | +175.6% | -42.2% | +217.8% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling