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  • TD vs RY✓SelectedUSD · RYTD vs RY performance historyLatest closeAs of-1.36%09/04
Stock and ETF performance explorer

TD vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,930.8%
RY return
+10,338.6%
Excess return
-2,407.7%
Maximum drawdown
-64.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-1.4%-0.7%-0.7%-0.8%
7D+0.3%+3.1%-2.8%-2.2%
30D+0.4%-0.3%+0.7%+0.7%
3M+7.6%+8.7%-1.0%+0.5%
6M+25.0%+28.5%-3.5%+1.4%
YTD+31.0%+25.1%+5.9%+8.7%
1Y+65.2%+46.3%+18.9%+20.2%
3Y+122.5%+154.9%-32.4%-1.0%
5Y+124.8%+140.3%-15.5%+5.0%
10Y+298.2%+377.0%-78.8%+5.8%
All+7,930.8%+10,338.6%-2,407.7%+54.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling