+1,815.4%
TSM vs RCL
+341.7%
+1,473.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +4.8% | -2.2% | +7.0% | +5.3% |
| 30D | +4.0% | -15.7% | +19.7% | +7.9% |
| 3M | +2.0% | -8.0% | +9.9% | +3.6% |
| 6M | +25.5% | -10.1% | +35.6% | +27.9% |
| YTD | +44.0% | -5.9% | +49.9% | +44.4% |
| 1Y | +75.4% | -23.5% | +98.9% | +82.7% |
| 3Y | +406.7% | +174.4% | +232.4% | +302.2% |
| 5Y | +285.0% | +227.1% | +57.8% | +183.1% |
| 10Y | +1,815.4% | +342.5% | +1,472.9% | +1,270.0% |
| All | +1,815.4% | +341.7% | +1,473.7% | +1,270.0% |
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