+341.5%
TSM vs RCL
+265.0%
+76.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.5% |
| 7D | -2.5% | +5.0% | -7.5% | -4.1% |
| 30D | -14.3% | +19.4% | -33.7% | -19.3% |
| 3M | -7.2% | +5.9% | -13.2% | -9.4% |
| 6M | -5.1% | +23.8% | -28.9% | -12.5% |
| YTD | +28.9% | +22.8% | +6.1% | +17.1% |
| 1Y | +37.1% | +34.3% | +2.8% | +19.8% |
| 3Y | +341.5% | +276.4% | +65.0% | +144.7% |
| All | +341.5% | +265.0% | +76.5% | +144.7% |
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