+238.8%
RCL vs TW
+22.4%
+216.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +1.0% |
| 7D | -0.5% | -3.5% | +3.0% | +1.0% |
| 30D | -17.3% | +0.5% | -17.8% | -17.7% |
| 3M | -2.8% | +4.9% | -7.7% | -5.8% |
| 6M | -4.4% | -17.1% | +12.7% | +2.6% |
| YTD | -4.2% | -3.9% | -0.3% | -5.2% |
| 1Y | -23.4% | -13.3% | -10.1% | -20.0% |
| 3Y | +179.4% | +20.9% | +158.5% | +122.4% |
| 5Y | +238.8% | +20.5% | +218.2% | +150.1% |
| All | +238.8% | +22.4% | +216.3% | +150.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling