+146.3%
RCL vs TXG
+16.0%
+130.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -5.1% | +1.8% | -6.9% | -5.6% |
| 30D | -19.0% | +32.0% | -51.0% | -25.4% |
| 3M | -9.6% | +87.0% | -96.6% | -24.8% |
| 6M | -6.7% | +180.1% | -186.8% | -30.6% |
| YTD | -3.9% | +284.1% | -288.0% | -34.9% |
| 1Y | -25.1% | +361.7% | -386.8% | -52.8% |
| 3Y | +179.1% | +15.9% | +163.2% | +134.0% |
| 5Y | +243.3% | -66.2% | +309.5% | +239.3% |
| All | +146.3% | +16.0% | +130.3% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling