+129.5%
TLT vs RCL
+2,246.1%
-2,116.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | +4.1% | +19.4% | -15.3% | +5.3% |
| 3M | -0.4% | +9.8% | -10.1% | +0.3% |
| 6M | -3.2% | +28.6% | -31.8% | -1.5% |
| YTD | -3.5% | +22.2% | -25.7% | -1.9% |
| 1Y | -5.8% | +29.7% | -35.5% | -3.8% |
| 3Y | +4.6% | +265.3% | -260.7% | +15.6% |
| 5Y | -34.4% | +301.8% | -336.2% | -25.7% |
| 10Y | -11.4% | +360.5% | -371.9% | +7.2% |
| All | +129.5% | +2,246.1% | -2,116.6% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling