+330.2%
RCL vs TSN
+15.3%
+314.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.0% | -2.9% | -3.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.6% |
| 30D | +14.4% | +10.2% | +4.2% | +8.5% |
| 3M | +5.2% | +7.2% | -2.0% | +0.9% |
| 6M | +26.1% | -10.6% | +36.7% | +32.7% |
| YTD | +17.4% | +3.7% | +13.6% | +12.3% |
| 1Y | +24.7% | +13.5% | +11.2% | +13.1% |
| 3Y | +250.9% | +40.1% | +210.8% | +164.7% |
| 5Y | +293.8% | -14.5% | +308.3% | +303.1% |
| All | +330.2% | +15.3% | +314.9% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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