-22.9%
RCL vs TTMI
+151.8%
-174.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -2.5% | +6.0% | -8.5% | -3.0% |
| 30D | -15.7% | -6.4% | -9.2% | -15.3% |
| 3M | -3.6% | -28.9% | +25.3% | -0.1% |
| 6M | -8.7% | +26.9% | -35.5% | -11.4% |
| YTD | -6.2% | +77.3% | -83.5% | -10.6% |
| 1Y | -22.9% | +147.5% | -170.4% | -26.2% |
| All | -22.9% | +151.8% | -174.6% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling