+38.6%
RY vs TKO
+9.7%
+29.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.1% |
| 7D | -0.5% | +2.6% | -3.2% | -0.8% |
| 30D | +4.7% | +11.6% | -6.9% | +3.6% |
| 3M | -4.5% | -0.1% | -4.3% | -4.5% |
| 6M | +12.5% | +6.7% | +5.8% | +10.9% |
| YTD | +21.1% | -6.0% | +27.2% | +21.4% |
| 1Y | +38.6% | +8.5% | +30.1% | +35.0% |
| All | +38.6% | +9.7% | +29.0% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 1y: compounded portfolio wealth divided by compounded TKO 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…
1y analysis · Full analysis span regression · 6 months rolling