+213.2%
RCL vs TXG
+14.9%
+198.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | +0.6% | -8.1% | +8.7% | +2.4% |
| 30D | +19.4% | -17.5% | +36.9% | +23.5% |
| 3M | +9.8% | +6.1% | +3.7% | +4.6% |
| 6M | +28.6% | +202.7% | -174.0% | -8.6% |
| YTD | +22.2% | +280.4% | -258.3% | -19.4% |
| 1Y | +29.7% | +274.0% | -244.3% | -14.7% |
| 3Y | +265.3% | +74.9% | +190.4% | +164.6% |
| 5Y | +301.8% | -63.0% | +364.8% | +280.3% |
| All | +213.2% | +14.9% | +198.3% | +90.0% |
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