+180.6%
RCL vs TTMI
+816.8%
-636.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -9.0% | -1.9% |
| 7D | -5.1% | +5.9% | -10.9% | -6.3% |
| 30D | -19.0% | -4.3% | -14.7% | -18.7% |
| 3M | -9.6% | -32.0% | +22.5% | -3.2% |
| 6M | -6.7% | +19.5% | -26.2% | -14.4% |
| YTD | -3.9% | +82.0% | -85.9% | -22.6% |
| 1Y | -25.1% | +172.6% | -197.7% | -49.0% |
| All | +180.6% | +816.8% | -636.2% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling