+141.6%
RCL vs TXG
+27.0%
+114.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | -0.4% |
| 7D | -1.9% | +9.5% | -11.4% | -4.2% |
| 30D | -15.5% | +18.8% | -34.3% | -19.5% |
| 3M | -9.7% | +136.1% | -145.8% | -29.3% |
| 6M | -8.7% | +235.2% | -244.0% | -35.2% |
| YTD | -5.8% | +320.5% | -326.3% | -37.6% |
| 1Y | -24.5% | +425.2% | -449.6% | -54.0% |
| 3Y | +173.9% | +42.9% | +131.0% | +116.7% |
| 5Y | +228.0% | -62.8% | +290.8% | +216.3% |
| All | +141.6% | +27.0% | +114.6% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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