+137.7%
RY vs TDY
+33.5%
+104.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | -1.9% | -13.8% | +11.9% | +3.3% |
| 3M | +5.1% | -3.9% | +9.0% | +6.4% |
| 6M | +28.2% | -9.0% | +37.2% | +31.9% |
| YTD | +22.9% | +16.5% | +6.3% | +15.2% |
| 1Y | +45.5% | +9.3% | +36.2% | +39.3% |
| 3Y | +156.7% | +45.1% | +111.6% | +117.1% |
| 5Y | +137.7% | +35.0% | +102.7% | +100.1% |
| All | +137.7% | +33.5% | +104.2% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling