+25.8%
TMO vs RCL
-23.9%
+49.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | -5.1% | +3.7% | -0.6% |
| 30D | +6.2% | -19.0% | +25.2% | +9.7% |
| 3M | +27.5% | -9.6% | +37.0% | +29.1% |
| 6M | +20.0% | -6.7% | +26.6% | +20.3% |
| YTD | +6.1% | -3.9% | +10.1% | +6.0% |
| 1Y | +25.8% | -25.1% | +50.9% | +23.4% |
| All | +25.8% | -23.9% | +49.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling