+596.2%
TDG vs RY
+351.8%
+244.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.6% |
| 30D | +8.1% | +4.7% | +3.4% | +3.9% |
| 3M | -2.6% | -4.5% | +1.9% | +1.1% |
| 6M | +1.0% | +12.5% | -11.5% | -9.3% |
| YTD | -9.5% | +21.1% | -30.7% | -24.0% |
| 1Y | -8.0% | +38.6% | -46.7% | -31.5% |
| 3Y | +41.8% | +160.2% | -118.4% | -42.6% |
| 5Y | +125.1% | +124.7% | +0.4% | +4.0% |
| All | +596.2% | +351.8% | +244.3% | +90.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling