+173.5%
RCL vs TXG
+41.0%
+132.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.3% |
| 7D | -2.2% | +9.1% | -11.3% | -3.9% |
| 30D | -15.7% | +14.9% | -30.6% | -18.2% |
| 3M | -8.0% | +120.0% | -127.9% | -23.1% |
| 6M | -10.1% | +221.8% | -231.9% | -30.8% |
| YTD | -5.9% | +312.6% | -318.5% | -31.4% |
| 1Y | -23.5% | +398.4% | -421.9% | -47.3% |
| All | +173.5% | +41.0% | +132.5% | +124.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling