+358.7%
RY vs TAP
-49.3%
+408.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.1% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | +5.9% | +9.1% | -3.3% | +3.1% |
| 3M | -4.3% | -3.8% | -0.5% | -3.7% |
| 6M | +12.1% | -3.4% | +15.6% | +12.3% |
| YTD | +20.3% | -10.6% | +30.9% | +22.3% |
| 1Y | +41.0% | -4.4% | +45.4% | +40.2% |
| 3Y | +157.5% | -24.4% | +181.9% | +170.8% |
| 5Y | +123.2% | +2.1% | +121.1% | +108.0% |
| All | +358.7% | -49.3% | +408.0% | +340.6% |
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