-33.3%
TLT vs RCL
+249.6%
-282.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.4% | -5.1% | +4.7% | -0.4% |
| 30D | -0.6% | -19.0% | +18.4% | -0.4% |
| 3M | -2.7% | -9.6% | +6.8% | -2.7% |
| 6M | -5.6% | -6.7% | +1.1% | -5.6% |
| YTD | -2.8% | -3.9% | +1.1% | -2.7% |
| 1Y | -1.4% | -25.1% | +23.7% | -1.5% |
| 3Y | -1.6% | +179.1% | -180.7% | -0.5% |
| All | -33.3% | +249.6% | -282.9% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling