+209.6%
RCL vs TW
+287.8%
-78.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +5.0% | +3.4% | +1.5% | +3.5% |
| 30D | +19.4% | +15.5% | +3.9% | +12.1% |
| 3M | +5.9% | +25.1% | -19.2% | -4.1% |
| 6M | +23.8% | +18.2% | +5.6% | +13.5% |
| YTD | +22.8% | +19.7% | +3.1% | +10.5% |
| 1Y | +34.3% | +18.1% | +16.1% | +21.5% |
| 3Y | +276.4% | +40.5% | +235.9% | +200.0% |
| 5Y | +281.6% | +37.1% | +244.5% | +195.6% |
| All | +209.6% | +287.8% | -78.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling