+360.5%
RCL vs TXT
+98.8%
+261.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +1.3% |
| 30D | +19.4% | +13.4% | +6.0% | +6.1% |
| 3M | +9.8% | -2.5% | +12.3% | +11.3% |
| 6M | +28.6% | -6.2% | +34.8% | +32.6% |
| YTD | +22.2% | -1.3% | +23.5% | +18.9% |
| 1Y | +29.7% | +4.3% | +25.4% | +20.2% |
| 3Y | +265.3% | +13.2% | +252.1% | +199.3% |
| 5Y | +301.8% | +12.4% | +289.4% | +234.8% |
| 10Y | +360.5% | +94.8% | +265.7% | +129.6% |
| All | +360.5% | +98.8% | +261.7% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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