+12,972.2%
TXN vs RCL
+4,549.4%
+8,422.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +2.0% | +1.8% |
| 7D | -0.1% | -5.1% | +5.0% | +1.2% |
| 30D | -6.9% | -19.0% | +12.1% | -2.0% |
| 3M | -14.9% | -9.6% | -5.4% | -13.1% |
| 6M | +29.0% | -6.7% | +35.7% | +30.0% |
| YTD | +51.5% | -3.9% | +55.4% | +50.3% |
| 1Y | +41.6% | -25.1% | +66.7% | +48.7% |
| 3Y | +65.8% | +179.1% | -113.3% | +23.3% |
| 5Y | +56.8% | +243.3% | -186.5% | +4.5% |
| 10Y | +387.5% | +325.8% | +61.7% | +156.0% |
| All | +12,972.2% | +4,549.4% | +8,422.8% | +2,761.0% |
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 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