+331.2%
RCL vs TNA
+84.1%
+247.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +1.2% |
| 7D | -2.5% | -7.6% | +5.1% | +1.2% |
| 30D | -15.7% | -13.6% | -2.0% | -9.7% |
| 3M | -3.6% | +2.8% | -6.4% | -5.5% |
| 6M | -8.7% | +34.5% | -43.2% | -22.2% |
| YTD | -6.2% | +41.0% | -47.2% | -22.8% |
| 1Y | -22.9% | +52.0% | -74.9% | -40.1% |
| 3Y | +173.6% | +103.5% | +70.1% | +55.8% |
| 5Y | +226.6% | -22.5% | +249.1% | +164.7% |
| All | +331.2% | +84.1% | +247.1% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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