+964.8%
RCL vs TSLQ
-97.9%
+1,062.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -4.4% |
| 7D | -0.2% | -26.6% | +26.3% | -4.4% |
| 30D | +14.4% | -17.5% | +31.9% | +12.3% |
| 3M | +5.2% | -41.7% | +46.9% | -1.2% |
| 6M | +26.1% | -16.9% | +43.1% | +28.0% |
| YTD | +17.4% | -21.9% | +39.3% | +19.9% |
| 1Y | +24.7% | -32.5% | +57.2% | +25.3% |
| 3Y | +250.9% | -97.2% | +348.1% | +161.3% |
| All | +964.8% | -97.9% | +1,062.7% | +825.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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