+1,446.7%
RCL vs TTMI
+504.4%
+942.3%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.8% | -9.0% | -2.5% |
| 7D | -5.1% | +5.9% | -10.9% | -6.6% |
| 30D | -19.0% | -4.3% | -14.7% | -18.7% |
| 3M | -9.6% | -32.0% | +22.5% | -2.8% |
| 6M | -6.7% | +19.5% | -26.2% | -15.4% |
| YTD | -3.9% | +82.0% | -85.9% | -23.8% |
| 1Y | -25.1% | +172.6% | -197.7% | -48.1% |
| 3Y | +179.1% | +744.7% | -565.5% | +37.9% |
| 5Y | +243.3% | +805.6% | -562.2% | +63.7% |
| 10Y | +325.8% | +1,057.6% | -731.8% | +86.9% |
| All | +1,446.7% | +504.4% | +942.3% | +395.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling