+333.1%
RCL vs TRI
+196.2%
+136.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.4% |
| 7D | -1.9% | -7.9% | +6.0% | +1.9% |
| 30D | -15.5% | -4.5% | -11.0% | -14.3% |
| 3M | -9.7% | +22.1% | -31.8% | -21.1% |
| 6M | -8.7% | -2.8% | -6.0% | -11.4% |
| YTD | -5.8% | -23.4% | +17.7% | +4.7% |
| 1Y | -24.5% | -41.5% | +17.1% | +2.0% |
| 3Y | +173.9% | -19.2% | +193.1% | +174.3% |
| 5Y | +228.0% | -9.4% | +237.4% | +191.1% |
| All | +333.1% | +196.2% | +136.8% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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