+5,175.0%
RY vs TDY
+7,137.3%
-1,962.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +3.1% | -1.8% | +4.9% | +3.5% |
| 30D | -0.3% | -10.7% | +10.4% | +2.2% |
| 3M | +8.7% | -1.3% | +9.9% | +8.9% |
| 6M | +28.5% | -10.6% | +39.1% | +31.4% |
| YTD | +25.1% | +19.6% | +5.5% | +19.8% |
| 1Y | +46.3% | +11.6% | +34.7% | +42.0% |
| 3Y | +154.9% | +45.2% | +109.7% | +132.2% |
| 5Y | +140.3% | +36.1% | +104.2% | +120.5% |
| 10Y | +377.0% | +458.8% | -81.8% | +227.9% |
| All | +5,175.0% | +7,137.3% | -1,962.4% | +2,541.8% |
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