+278.9%
TSM vs RCL
+289.6%
-10.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.6% | +4.7% |
| 7D | +4.4% | +0.6% | +3.8% | +4.4% |
| 30D | -7.0% | +19.4% | -26.4% | -12.2% |
| 3M | -1.8% | +9.8% | -11.6% | -5.1% |
| 6M | +2.7% | +28.6% | -26.0% | -6.0% |
| YTD | +37.1% | +22.2% | +14.9% | +25.8% |
| 1Y | +43.5% | +29.7% | +13.7% | +28.5% |
| 3Y | +341.5% | +265.3% | +76.2% | +177.6% |
| 5Y | +278.9% | +301.8% | -22.9% | +121.0% |
| All | +278.9% | +289.6% | -10.7% | +121.0% |
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