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  • TSM vs RCL✓SelectedUSD · RCLTSM vs RCL performance historyLatest closeAs of-0.83%09/09
Stock and ETF performance explorer

TSM vs RCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,815.4%
RCL return
+341.7%
Excess return
+1,473.7%
Maximum drawdown
-56.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioRCLExcessAlpha
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