+345.6%
RCL vs TT
+912.5%
-567.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.8% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -7.2% | -11.8% | -13.9% |
| 3M | -9.6% | -3.0% | -6.6% | -8.1% |
| 6M | -6.7% | +1.4% | -8.0% | -9.0% |
| YTD | -3.9% | +15.9% | -19.8% | -16.4% |
| 1Y | -25.1% | +9.4% | -34.5% | -31.9% |
| 3Y | +179.1% | +124.4% | +54.7% | +29.5% |
| 5Y | +243.3% | +138.0% | +105.3% | +46.1% |
| All | +345.6% | +912.5% | -567.0% | -27.2% |
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