+234.8%
RCL vs TXT
+10.4%
+224.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -5.1% | -4.8% | -0.3% | -1.2% |
| 30D | -19.0% | -10.6% | -8.4% | -11.3% |
| 3M | -9.6% | -13.2% | +3.6% | 0.0% |
| 6M | -6.7% | -20.3% | +13.7% | +10.7% |
| YTD | -3.9% | -9.3% | +5.3% | +0.8% |
| 1Y | -25.1% | -2.7% | -22.4% | -26.3% |
| 3Y | +179.1% | +1.4% | +177.7% | +147.5% |
| All | +234.8% | +10.4% | +224.4% | +166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling