+379.0%
RCL vs TT
+782.6%
-403.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | -0.9% |
| 7D | +5.0% | +1.7% | +3.2% | +3.2% |
| 30D | +19.4% | -11.8% | +31.2% | +31.4% |
| 3M | +5.9% | -12.6% | +18.5% | +17.2% |
| 6M | +23.8% | -9.4% | +33.2% | +31.3% |
| YTD | +22.8% | +8.8% | +14.0% | +11.2% |
| 1Y | +34.3% | -2.5% | +36.8% | +33.2% |
| 3Y | +276.4% | +95.7% | +180.8% | +94.3% |
| 5Y | +281.6% | +135.7% | +145.8% | +58.7% |
| 10Y | +379.0% | +750.6% | -371.6% | -26.8% |
| All | +379.0% | +782.6% | -403.6% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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