+380.4%
RCL vs TT
+764.8%
-384.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.6% |
| 7D | +6.5% | -2.0% | +8.5% | +8.1% |
| 30D | +15.9% | -14.0% | +29.9% | +30.3% |
| 3M | +2.7% | -15.9% | +18.5% | +17.3% |
| 6M | +15.2% | -17.3% | +32.6% | +32.1% |
| YTD | +19.2% | +4.0% | +15.3% | +12.1% |
| 1Y | +31.6% | -7.1% | +38.7% | +36.0% |
| 3Y | +274.2% | +90.2% | +183.9% | +97.7% |
| 5Y | +250.1% | +131.1% | +119.0% | +47.4% |
| All | +380.4% | +764.8% | -384.3% | -25.2% |
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