+175.6%
RCL vs TXT
+1.6%
+173.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -5.1% | -4.8% | -0.3% | -2.4% |
| 30D | -19.0% | -10.6% | -8.4% | -13.7% |
| 3M | -9.6% | -13.2% | +3.6% | -2.9% |
| 6M | -6.7% | -20.3% | +13.7% | +5.4% |
| YTD | -3.9% | -9.3% | +5.3% | -0.5% |
| 1Y | -25.1% | -2.7% | -22.4% | -25.8% |
| All | +175.6% | +1.6% | +173.9% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling