+333.1%
RCL vs TTMI
+1,127.6%
-794.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -2.9% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -15.5% | -8.4% | -7.1% | -13.7% |
| 3M | -9.7% | -32.5% | +22.8% | +0.1% |
| 6M | -8.7% | +32.5% | -41.2% | -24.0% |
| YTD | -5.8% | +83.2% | -89.0% | -33.9% |
| 1Y | -24.5% | +161.7% | -186.1% | -56.5% |
| 3Y | +173.9% | +890.1% | -716.2% | -20.1% |
| 5Y | +228.0% | +832.4% | -604.5% | -6.7% |
| All | +333.1% | +1,127.6% | -794.5% | +22.0% |
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