+130.4%
TD vs RY
+160.3%
-29.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | +0.1% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +5.2% | +5.0% | +0.2% | +2.2% |
| 3M | +1.2% | -5.3% | +6.5% | +4.6% |
| 6M | +17.7% | +13.8% | +3.9% | +10.1% |
| YTD | +34.2% | +21.0% | +13.3% | +21.5% |
| 1Y | +55.4% | +40.5% | +14.9% | +31.4% |
| 3Y | +130.4% | +159.7% | -29.3% | +40.9% |
| All | +130.4% | +160.3% | -29.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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