+265.7%
TSM vs RCL
+292.5%
-26.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +6.2% | -1.2% | +7.4% | +6.6% |
| 30D | -7.3% | +17.8% | -25.1% | -12.1% |
| 3M | -7.1% | +4.9% | -12.1% | -9.0% |
| 6M | +0.2% | +23.7% | -23.5% | -7.1% |
| YTD | +32.2% | +17.8% | +14.4% | +22.7% |
| 1Y | +42.8% | +28.9% | +13.9% | +28.1% |
| 3Y | +330.4% | +241.9% | +88.5% | +176.0% |
| All | +265.7% | +292.5% | -26.8% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling