+11,143.8%
RY vs TAP
+811.1%
+10,332.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.4% |
| 7D | -1.1% | +7.7% | -8.8% | -2.7% |
| 30D | +4.4% | +14.4% | -10.0% | +1.3% |
| 3M | -2.9% | +2.0% | -5.0% | -3.7% |
| 6M | +15.6% | +2.5% | +13.1% | +14.2% |
| YTD | +21.8% | -6.4% | +28.2% | +22.3% |
| 1Y | +42.6% | -2.3% | +44.9% | +41.5% |
| 3Y | +160.9% | -20.3% | +181.2% | +168.2% |
| 5Y | +126.1% | +6.9% | +119.2% | +115.3% |
| 10Y | +371.7% | -46.3% | +418.0% | +395.5% |
| All | +11,143.8% | +811.1% | +10,332.8% | +8,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling