+366.9%
RCL vs TT
+740.8%
-373.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.5% | +0.8% | +7.7% | +7.6% |
| 30D | +20.4% | -11.8% | +32.2% | +32.5% |
| 3M | +11.0% | -11.6% | +22.6% | +21.6% |
| 6M | +24.9% | -9.3% | +34.2% | +32.4% |
| YTD | +23.9% | +8.9% | +15.0% | +12.0% |
| 1Y | +30.8% | -2.2% | +33.1% | +29.5% |
| 3Y | +270.4% | +91.9% | +178.5% | +94.6% |
| 5Y | +296.1% | +136.0% | +160.1% | +64.5% |
| All | +366.9% | +740.8% | -373.9% | -27.7% |
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