+1,502.2%
TSM vs RCL
+396.5%
+1,105.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.9% |
| 7D | -2.5% | +5.0% | -7.5% | -3.5% |
| 30D | -14.3% | +19.4% | -33.7% | -17.6% |
| 3M | -7.2% | +5.9% | -13.2% | -8.7% |
| 6M | -5.1% | +23.8% | -28.9% | -9.9% |
| YTD | +28.9% | +22.8% | +6.1% | +21.6% |
| 1Y | +37.1% | +34.3% | +2.8% | +26.5% |
| 3Y | +341.5% | +276.4% | +65.0% | +226.5% |
| 5Y | +245.7% | +281.6% | -35.9% | +143.4% |
| 10Y | +1,502.2% | +379.0% | +1,123.2% | +1,004.4% |
| All | +1,502.2% | +396.5% | +1,105.7% | +1,004.4% |
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