+261.1%
RCL vs TXT
+7.8%
+253.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.9% |
| 7D | +6.5% | -2.5% | +9.0% | +8.6% |
| 30D | +15.9% | +14.4% | +1.5% | +3.3% |
| 3M | +2.7% | -4.9% | +7.6% | +6.2% |
| 6M | +15.2% | -10.2% | +25.4% | +23.1% |
| YTD | +19.2% | -4.1% | +23.3% | +18.8% |
| 1Y | +31.6% | +4.0% | +27.6% | +22.3% |
| 3Y | +274.2% | +8.0% | +266.2% | +213.5% |
| All | +261.1% | +7.8% | +253.4% | +189.2% |
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