+227.1%
RCL vs TXG
-63.6%
+290.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.5% |
| 7D | -2.2% | +9.1% | -11.3% | -4.5% |
| 30D | -15.7% | +14.9% | -30.6% | -19.0% |
| 3M | -8.0% | +120.0% | -127.9% | -27.1% |
| 6M | -10.1% | +221.8% | -231.9% | -36.3% |
| YTD | -5.9% | +312.6% | -318.5% | -38.3% |
| 1Y | -23.5% | +398.4% | -421.9% | -53.6% |
| 3Y | +174.4% | +42.1% | +132.3% | +118.9% |
| 5Y | +227.1% | -63.5% | +290.6% | +170.8% |
| All | +227.1% | -63.6% | +290.7% | +170.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling