+5,669.9%
RCL vs TXT
+923.9%
+4,746.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +2.5% |
| 7D | +6.5% | -2.5% | +9.0% | +8.1% |
| 30D | +15.9% | +14.4% | +1.5% | +6.8% |
| 3M | +2.7% | -4.9% | +7.6% | +5.2% |
| 6M | +15.2% | -10.2% | +25.4% | +21.0% |
| YTD | +19.2% | -4.1% | +23.3% | +20.0% |
| 1Y | +31.6% | +4.0% | +27.6% | +26.6% |
| 3Y | +274.2% | +8.0% | +266.2% | +247.7% |
| 5Y | +250.1% | +8.4% | +241.6% | +233.0% |
| 10Y | +388.4% | +116.6% | +271.8% | +235.7% |
| All | +5,669.9% | +923.9% | +4,746.1% | +1,723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling