+274.2%
RCL vs TMF
-25.3%
+299.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +6.5% | +1.2% | +5.3% | +6.3% |
| 30D | +15.9% | +19.7% | -3.9% | +13.1% |
| 3M | +2.7% | -2.1% | +4.8% | +2.9% |
| 6M | +15.2% | -13.4% | +28.7% | +17.3% |
| YTD | +19.2% | -16.7% | +36.0% | +21.8% |
| 1Y | +31.6% | -23.3% | +54.9% | +35.0% |
| 3Y | +274.2% | -24.8% | +299.0% | +251.2% |
| All | +274.2% | -25.3% | +299.5% | +251.2% |
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