+161.2%
RY vs TDY
+70.2%
+91.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.8% |
| 30D | +6.3% | +6.1% | +0.2% | +4.2% |
| 3M | -2.6% | -4.5% | +1.9% | -1.5% |
| 6M | +13.9% | +2.9% | +11.0% | +12.5% |
| YTD | +21.7% | +27.5% | -5.8% | +12.1% |
| 1Y | +40.4% | +26.5% | +14.0% | +29.6% |
| All | +161.2% | +70.2% | +91.0% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling