+380.4%
RCL vs TPR
+383.4%
-3.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +6.5% | +14.2% | -7.7% | -1.6% |
| 30D | +15.9% | +17.1% | -1.2% | +5.4% |
| 3M | +2.7% | -17.7% | +20.4% | +12.5% |
| 6M | +15.2% | -10.2% | +25.4% | +18.8% |
| YTD | +19.2% | +4.9% | +14.3% | +11.8% |
| 1Y | +31.6% | +36.1% | -4.5% | +5.6% |
| 3Y | +274.2% | +416.5% | -142.3% | +23.6% |
| 5Y | +250.1% | +254.8% | -4.7% | +39.8% |
| All | +380.4% | +383.4% | -3.0% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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