+379.0%
RCL vs TPR
+403.1%
-24.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.5% | +0.5% | +1.6% |
| 7D | +5.0% | +12.7% | -7.7% | -2.3% |
| 30D | +19.4% | +17.1% | +2.3% | +8.6% |
| 3M | +5.9% | -15.9% | +21.8% | +14.6% |
| 6M | +23.8% | +2.6% | +21.2% | +18.8% |
| YTD | +22.8% | +7.5% | +15.3% | +13.6% |
| 1Y | +34.3% | +32.9% | +1.3% | +9.4% |
| 3Y | +276.4% | +413.8% | -137.4% | +25.0% |
| 5Y | +281.6% | +263.9% | +17.7% | +50.2% |
| 10Y | +379.0% | +389.7% | -10.7% | +22.9% |
| All | +379.0% | +403.1% | -24.1% | +22.9% |
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