+371.5%
RY vs TAP
-49.2%
+420.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.1% | -2.3% | +5.4% | +3.8% |
| 30D | -0.3% | -2.1% | +1.8% | +0.1% |
| 3M | +8.7% | +6.6% | +2.0% | +6.2% |
| 6M | +28.5% | -11.5% | +40.0% | +32.1% |
| YTD | +25.1% | -10.3% | +35.4% | +27.5% |
| 1Y | +46.3% | -14.4% | +60.7% | +50.6% |
| 3Y | +154.9% | -28.3% | +183.2% | +173.1% |
| 5Y | +140.3% | +1.7% | +138.6% | +124.6% |
| All | +371.5% | -49.2% | +420.7% | +367.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling