+36.0%
TSM vs RCL
+27.6%
+8.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -3.8% |
| 7D | -10.0% | +11.7% | -21.6% | -12.6% |
| 30D | -18.5% | +21.1% | -39.7% | -22.6% |
| 3M | -4.9% | +2.9% | -7.8% | -5.7% |
| 6M | -1.0% | +29.8% | -30.8% | -7.9% |
| YTD | +31.3% | +21.4% | +9.8% | +24.4% |
| 1Y | +36.0% | +32.0% | +4.0% | +28.2% |
| All | +36.0% | +27.6% | +8.4% | +28.2% |
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 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