+13,634.3%
TSM vs RCL
+1,695.0%
+11,939.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +2.7% | -5.1% | +7.8% | +4.2% |
| 30D | +3.6% | -19.0% | +22.6% | +9.8% |
| 3M | -3.4% | -9.6% | +6.2% | -1.0% |
| 6M | +20.6% | -6.7% | +27.3% | +22.3% |
| YTD | +41.9% | -3.9% | +45.8% | +41.3% |
| 1Y | +84.4% | -25.1% | +109.5% | +95.2% |
| 3Y | +380.2% | +179.1% | +201.1% | +245.0% |
| 5Y | +275.3% | +243.3% | +32.0% | +139.3% |
| 10Y | +1,751.4% | +325.8% | +1,425.6% | +773.1% |
| All | +13,634.3% | +1,695.0% | +11,939.3% | +1,706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling