+375.0%
RCL vs TTMI
+415.6%
-40.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +2.2% |
| 7D | +8.5% | -11.5% | +20.0% | +11.6% |
| 30D | +20.4% | -40.3% | +60.7% | +36.8% |
| 3M | +11.0% | -44.5% | +55.5% | +27.3% |
| 6M | +24.9% | -54.1% | +78.9% | +47.1% |
| YTD | +23.9% | +4.7% | +19.2% | -1.7% |
| 1Y | +30.8% | +3.3% | +27.5% | +1.9% |
| 3Y | +270.4% | +407.2% | -136.8% | +23.9% |
| 5Y | +296.1% | +406.5% | -110.4% | +24.6% |
| 10Y | +375.0% | +420.4% | -45.4% | +36.9% |
| All | +375.0% | +415.6% | -40.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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