+137.2%
RCL vs TW
+211.2%
-74.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | -15.7% | -0.6% | -15.1% | -15.6% |
| 3M | -8.0% | +3.4% | -11.4% | -10.4% |
| 6M | -10.1% | -18.4% | +8.3% | -3.3% |
| YTD | -5.9% | -3.9% | -2.0% | -6.8% |
| 1Y | -23.5% | -13.3% | -10.2% | -20.5% |
| 3Y | +174.4% | +20.8% | +153.5% | +131.8% |
| 5Y | +227.1% | +20.3% | +206.9% | +168.0% |
| All | +137.2% | +211.2% | -74.0% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling