+4,452.6%
TMO vs RCL
+4,537.3%
-84.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +1.5% | -17.3% | +18.9% | +4.9% |
| 3M | +28.5% | -2.8% | +31.3% | +28.8% |
| 6M | +20.4% | -4.4% | +24.8% | +20.7% |
| YTD | +4.3% | -4.2% | +8.4% | +3.8% |
| 1Y | +24.1% | -23.4% | +47.5% | +28.0% |
| 3Y | +17.5% | +179.4% | -161.9% | -5.4% |
| 5Y | +6.8% | +238.8% | -232.0% | -20.8% |
| 10Y | +311.9% | +350.2% | -38.3% | +144.3% |
| All | +4,452.6% | +4,537.3% | -84.6% | +1,344.2% |
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