+6.9%
TMO vs RCL
+223.1%
-216.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.1% |
| 30D | -0.3% | -15.7% | +15.4% | +2.3% |
| 3M | +25.3% | -3.6% | +28.9% | +25.6% |
| 6M | +20.9% | -8.7% | +29.5% | +21.9% |
| YTD | +4.3% | -6.2% | +10.5% | +4.2% |
| 1Y | +27.0% | -22.9% | +49.9% | +30.4% |
| 3Y | +17.5% | +173.6% | -156.1% | -1.1% |
| 5Y | +6.9% | +226.6% | -219.6% | -17.6% |
| All | +6.9% | +223.1% | -216.1% | -17.6% |
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