+301.8%
RCL vs TT
+137.2%
+164.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.3% | -2.0% |
| 7D | +0.6% | +3.5% | -2.9% | -1.8% |
| 30D | +19.4% | -11.0% | +30.5% | +28.7% |
| 3M | +9.8% | -12.0% | +21.8% | +19.1% |
| 6M | +28.6% | -10.4% | +39.1% | +36.7% |
| YTD | +22.2% | +9.9% | +12.2% | +11.8% |
| 1Y | +29.7% | +1.5% | +28.3% | +25.5% |
| 3Y | +265.3% | +93.7% | +171.6% | +115.0% |
| 5Y | +301.8% | +139.2% | +162.5% | +43.4% |
| All | +301.8% | +137.2% | +164.6% | +43.4% |
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