-12.2%
TLT vs RCL
+338.4%
-350.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.5% | -1.6% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | +2.2% | +14.4% | -12.2% | +2.5% |
| 3M | -1.7% | +5.2% | -6.9% | -1.6% |
| 6M | -4.0% | +26.1% | -30.1% | -3.3% |
| YTD | -4.9% | +17.4% | -22.3% | -4.3% |
| 1Y | -7.4% | +24.7% | -32.1% | -6.6% |
| 3Y | +3.0% | +250.9% | -247.9% | +8.3% |
| 5Y | -35.1% | +293.8% | -328.9% | -30.8% |
| All | -12.2% | +338.4% | -350.6% | -9.5% |
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