+349.4%
RY vs TAP
-47.7%
+397.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.5% | -6.3% | +5.8% | +1.2% |
| 30D | +4.7% | +2.7% | +2.0% | +3.8% |
| 3M | -4.5% | -3.7% | -0.8% | -3.9% |
| 6M | +12.5% | -2.0% | +14.6% | +12.2% |
| YTD | +21.1% | -12.3% | +33.5% | +23.8% |
| 1Y | +38.6% | -10.1% | +48.7% | +40.4% |
| 3Y | +160.2% | -25.3% | +185.4% | +174.4% |
| 5Y | +124.7% | -1.9% | +126.7% | +111.9% |
| All | +349.4% | -47.7% | +397.0% | +331.1% |
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