+238.8%
RCL vs TTMI
+840.7%
-602.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.2% | -1.0% |
| 7D | -0.5% | +12.2% | -12.6% | -3.5% |
| 30D | -17.3% | -5.7% | -11.6% | -16.6% |
| 3M | -2.8% | -27.5% | +24.7% | +3.7% |
| 6M | -4.4% | +47.1% | -51.5% | -19.4% |
| YTD | -4.2% | +87.5% | -91.6% | -27.9% |
| 1Y | -23.4% | +175.2% | -198.6% | -52.0% |
| 3Y | +179.4% | +901.9% | -722.5% | -4.1% |
| 5Y | +238.8% | +843.5% | -604.7% | +11.2% |
| All | +238.8% | +840.7% | -602.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling