+11,448.1%
RY vs TAP
+773.7%
+10,674.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +3.1% | -2.3% | +5.4% | +3.6% |
| 30D | -0.3% | -2.1% | +1.8% | 0.0% |
| 3M | +8.7% | +6.6% | +2.0% | +6.8% |
| 6M | +28.5% | -11.5% | +40.0% | +31.2% |
| YTD | +25.1% | -10.3% | +35.4% | +27.0% |
| 1Y | +46.3% | -14.4% | +60.7% | +49.6% |
| 3Y | +154.9% | -28.3% | +183.2% | +168.5% |
| 5Y | +140.3% | +1.7% | +138.6% | +131.6% |
| 10Y | +377.0% | -49.2% | +426.3% | +407.8% |
| All | +11,448.1% | +773.7% | +10,674.4% | +8,784.6% |
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 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