+159.7%
RY vs TW
+44.1%
+115.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +0.6% | +3.9% | -3.4% | +0.3% |
| 30D | +5.0% | +19.9% | -14.9% | +3.8% |
| 3M | -5.3% | +25.9% | -31.3% | -6.8% |
| 6M | +13.8% | +21.1% | -7.3% | +12.3% |
| YTD | +21.0% | +23.9% | -3.0% | +18.5% |
| 1Y | +40.5% | +21.2% | +19.3% | +38.1% |
| 3Y | +159.7% | +44.8% | +114.9% | +158.0% |
| All | +159.7% | +44.1% | +115.6% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling