-20.7%
TLT vs RCL
+344.6%
-365.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | -0.5% | +0.9% | +0.4% |
| 30D | -0.3% | -17.3% | +17.0% | -0.8% |
| 3M | -1.7% | -2.8% | +1.0% | -1.8% |
| 6M | -4.9% | -4.4% | -0.5% | -4.9% |
| YTD | -2.8% | -4.2% | +1.4% | -2.7% |
| 1Y | -4.2% | -23.4% | +19.2% | -4.7% |
| 3Y | -1.1% | +179.4% | -180.5% | +3.3% |
| 5Y | -33.7% | +238.8% | -272.5% | -29.5% |
| 10Y | -20.7% | +350.2% | -370.9% | -19.8% |
| All | -20.7% | +344.6% | -365.3% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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