+234.8%
RCL vs TSN
-22.4%
+257.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | -5.1% | -6.3% | +1.2% | -3.5% |
| 30D | -19.0% | -10.8% | -8.2% | -16.5% |
| 3M | -9.6% | -8.8% | -0.8% | -7.5% |
| 6M | -6.7% | -16.8% | +10.1% | -2.6% |
| YTD | -3.9% | -10.0% | +6.1% | -2.2% |
| 1Y | -25.1% | -5.3% | -19.8% | -25.1% |
| 3Y | +179.1% | +8.5% | +170.6% | +156.3% |
| All | +234.8% | -22.4% | +257.2% | +278.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling