+373.1%
TSM vs RCL
+179.1%
+194.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | -5.1% | +7.8% | +4.6% |
| 30D | +3.6% | -19.0% | +22.6% | +11.3% |
| 3M | -3.4% | -9.6% | +6.2% | -0.5% |
| 6M | +20.6% | -6.7% | +27.3% | +22.4% |
| YTD | +41.9% | -3.9% | +45.8% | +40.6% |
| 1Y | +84.4% | -25.1% | +109.5% | +99.5% |
| All | +373.1% | +179.1% | +194.0% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling