+656.6%
RCL vs TRGP
+2,231.3%
-1,574.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -5.1% | +0.8% | -5.9% | -5.4% |
| 30D | -19.0% | +11.5% | -30.5% | -23.0% |
| 3M | -9.6% | +9.0% | -18.6% | -13.9% |
| 6M | -6.7% | +20.5% | -27.2% | -15.7% |
| YTD | -3.9% | +59.5% | -63.4% | -23.2% |
| 1Y | -25.1% | +77.9% | -103.0% | -43.3% |
| 3Y | +179.1% | +253.6% | -74.5% | +56.7% |
| 5Y | +243.3% | +615.5% | -372.2% | +43.6% |
| 10Y | +325.8% | +897.1% | -571.3% | +25.9% |
| All | +656.6% | +2,231.3% | -1,574.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling