+5,030.4%
RY vs TDY
+7,617.0%
-2,586.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -3.0% | +3.0% | -6.0% | -3.7% |
| 30D | +6.3% | +6.1% | +0.2% | +4.7% |
| 3M | -2.6% | -4.5% | +1.9% | -1.8% |
| 6M | +13.9% | +2.9% | +11.0% | +12.8% |
| YTD | +21.7% | +27.5% | -5.8% | +14.7% |
| 1Y | +40.4% | +26.5% | +14.0% | +32.6% |
| 3Y | +161.3% | +70.1% | +91.2% | +129.6% |
| 5Y | +126.5% | +46.8% | +79.7% | +104.2% |
| 10Y | +354.3% | +447.2% | -92.8% | +212.5% |
| All | +5,030.4% | +7,617.0% | -2,586.5% | +2,429.2% |
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