+281.6%
RCL vs TTMI
+429.4%
-147.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.3% | -10.3% | 0.0% |
| 7D | +5.0% | -1.6% | +6.6% | +4.5% |
| 30D | +19.4% | -37.7% | +57.1% | +30.0% |
| 3M | +5.9% | -45.1% | +51.0% | +17.9% |
| 6M | +23.8% | -52.1% | +75.9% | +39.2% |
| YTD | +22.8% | +9.2% | +13.6% | +1.9% |
| 1Y | +34.3% | +12.9% | +21.4% | +8.0% |
| 3Y | +276.4% | +445.5% | -169.0% | +46.2% |
| 5Y | +281.6% | +427.9% | -146.3% | +22.8% |
| All | +281.6% | +429.4% | -147.8% | +22.8% |
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