+40.4%
RY vs TAP
-11.8%
+52.2%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.5% |
| 7D | -3.0% | -8.0% | +5.0% | -3.1% |
| 30D | +6.3% | +4.1% | +2.2% | +6.6% |
| 3M | -2.6% | -4.4% | +1.8% | -2.6% |
| 6M | +13.9% | -1.9% | +15.9% | +14.2% |
| YTD | +21.7% | -12.1% | +33.7% | +20.8% |
| 1Y | +40.4% | -12.0% | +52.5% | +39.3% |
| All | +40.4% | -11.8% | +52.2% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling