+252.7%
RY vs TW
+211.4%
+41.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.1% |
| 7D | +2.7% | -3.5% | +6.2% | +3.4% |
| 30D | -1.0% | +0.5% | -1.5% | -1.2% |
| 3M | +7.6% | +4.9% | +2.7% | +6.0% |
| 6M | +29.5% | -17.1% | +46.6% | +33.9% |
| YTD | +24.2% | -3.9% | +28.0% | +23.7% |
| 1Y | +46.4% | -13.3% | +59.6% | +49.3% |
| 3Y | +159.4% | +20.9% | +138.5% | +139.1% |
| 5Y | +141.8% | +20.5% | +121.3% | +118.6% |
| All | +252.7% | +211.4% | +41.2% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling