+5,506.4%
RY vs TKO
+1,479.1%
+4,027.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.4% |
| 30D | +6.3% | +15.0% | -8.8% | +4.0% |
| 3M | -2.6% | +2.9% | -5.5% | -3.2% |
| 6M | +13.9% | +9.0% | +4.9% | +12.0% |
| YTD | +21.7% | -3.4% | +25.1% | +21.5% |
| 1Y | +40.4% | +12.8% | +27.6% | +36.9% |
| 3Y | +161.3% | +158.0% | +3.4% | +121.9% |
| 5Y | +126.5% | +285.4% | -158.9% | +78.1% |
| 10Y | +354.3% | +1,160.4% | -806.0% | +182.8% |
| All | +5,506.4% | +1,479.1% | +4,027.3% | +2,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling