+331.9%
RCL vs TT
+725.1%
-393.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.6% |
| 7D | -1.2% | +4.0% | -5.2% | -4.5% |
| 30D | +17.8% | -11.3% | +29.2% | +29.0% |
| 3M | +4.9% | -12.3% | +17.2% | +15.8% |
| 6M | +23.7% | -10.8% | +34.6% | +33.2% |
| YTD | +17.8% | +8.2% | +9.7% | +7.1% |
| 1Y | +28.9% | +1.5% | +27.5% | +23.6% |
| 3Y | +241.9% | +91.5% | +150.4% | +79.7% |
| 5Y | +295.4% | +130.2% | +165.2% | +68.1% |
| All | +331.9% | +725.1% | -393.2% | -34.3% |
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