+350.2%
RCL vs TXT
+98.4%
+251.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.8% |
| 7D | -0.5% | -0.2% | -0.2% | -0.3% |
| 30D | -17.3% | -11.1% | -6.3% | -8.4% |
| 3M | -2.8% | -13.0% | +10.2% | +8.2% |
| 6M | -4.4% | -16.2% | +11.8% | +9.7% |
| YTD | -4.2% | -8.7% | +4.5% | +0.7% |
| 1Y | -23.4% | -3.8% | -19.6% | -23.4% |
| 3Y | +179.4% | +5.5% | +173.9% | +144.6% |
| 5Y | +238.8% | +12.3% | +226.5% | +183.9% |
| 10Y | +350.2% | +97.4% | +252.8% | +126.5% |
| All | +350.2% | +98.4% | +251.8% | +126.5% |
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