+4,999.4%
RY vs TDY
+7,529.4%
-2,530.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +0.6% | +4.1% | -3.5% | -0.3% |
| 30D | +5.0% | +5.7% | -0.7% | +3.6% |
| 3M | -5.3% | -4.4% | -0.9% | -4.5% |
| 6M | +13.8% | +1.2% | +12.6% | +13.2% |
| YTD | +21.0% | +26.0% | -5.1% | +14.3% |
| 1Y | +40.5% | +27.4% | +13.1% | +32.4% |
| 3Y | +159.7% | +67.5% | +92.1% | +128.9% |
| 5Y | +124.3% | +44.9% | +79.5% | +102.8% |
| 10Y | +351.6% | +440.9% | -89.3% | +211.4% |
| All | +4,999.4% | +7,529.4% | -2,530.0% | +2,420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling