+342.5%
RCL vs TSN
-9.4%
+352.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | -2.2% | -7.3% | +5.1% | +1.6% |
| 30D | -15.7% | -8.6% | -7.0% | -11.8% |
| 3M | -8.0% | -7.5% | -0.5% | -4.6% |
| 6M | -10.1% | -14.1% | +4.0% | -4.3% |
| YTD | -5.9% | -9.4% | +3.5% | -3.1% |
| 1Y | -23.5% | -4.1% | -19.4% | -23.9% |
| 3Y | +174.4% | +10.3% | +164.0% | +138.6% |
| 5Y | +227.1% | -19.7% | +246.9% | +241.8% |
| 10Y | +342.5% | -7.0% | +349.5% | +314.1% |
| All | +342.5% | -9.4% | +352.0% | +314.1% |
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