+219.9%
RCL vs TPG
+78.6%
+141.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | +0.4% |
| 7D | -2.2% | -6.5% | +4.3% | +1.4% |
| 30D | -15.7% | +0.1% | -15.7% | -16.1% |
| 3M | -8.0% | +14.5% | -22.5% | -15.8% |
| 6M | -10.1% | +17.3% | -27.5% | -19.4% |
| YTD | -5.9% | -20.5% | +14.6% | +4.5% |
| 1Y | -23.5% | -13.2% | -10.2% | -20.1% |
| 3Y | +174.4% | +87.7% | +86.6% | +69.4% |
| All | +219.9% | +78.6% | +141.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 all: compounded portfolio wealth divided by compounded TPG 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…
all analysis · Full analysis span regression · 6 months rolling