+328.6%
TMO vs RCL
+346.0%
-17.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | +1.1% | -15.5% | +16.7% | +2.9% |
| 3M | +28.3% | -9.7% | +38.0% | +29.5% |
| 6M | +23.3% | -8.7% | +32.0% | +24.1% |
| YTD | +5.5% | -5.8% | +11.2% | +5.4% |
| 1Y | +24.5% | -24.5% | +49.0% | +27.0% |
| 3Y | +19.6% | +173.9% | -154.3% | +7.3% |
| 5Y | +8.1% | +228.0% | -219.9% | -6.9% |
| All | +328.6% | +346.0% | -17.4% | +285.9% |
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