+234.8%
RCL vs TT
+140.2%
+94.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.7% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -19.0% | -7.2% | -11.8% | -14.7% |
| 3M | -9.6% | -3.0% | -6.6% | -8.3% |
| 6M | -6.7% | +1.4% | -8.0% | -8.5% |
| YTD | -3.9% | +15.9% | -19.8% | -14.4% |
| 1Y | -25.1% | +9.4% | -34.5% | -30.7% |
| 3Y | +179.1% | +124.4% | +54.7% | +50.6% |
| All | +234.8% | +140.2% | +94.6% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling