+179.4%
RCL vs TRGP
+265.9%
-86.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.7% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -17.3% | +14.6% | -31.9% | -20.8% |
| 3M | -2.8% | +11.9% | -14.7% | -7.0% |
| 6M | -4.4% | +25.3% | -29.7% | -13.5% |
| YTD | -4.2% | +61.9% | -66.0% | -23.3% |
| 1Y | -23.4% | +87.3% | -110.6% | -43.4% |
| 3Y | +179.4% | +268.0% | -88.6% | +90.1% |
| All | +179.4% | +265.9% | -86.5% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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