+53.7%
TDG vs RY
+159.6%
-105.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -0.9% | +2.7% | -3.6% | -2.1% |
| 30D | -6.5% | -1.0% | -5.6% | -6.2% |
| 3M | -5.1% | +7.6% | -12.7% | -8.2% |
| 6M | -11.5% | +29.5% | -41.0% | -21.0% |
| YTD | -13.9% | +24.2% | -38.1% | -21.9% |
| 1Y | -11.5% | +46.4% | -57.8% | -25.1% |
| 3Y | +53.7% | +159.4% | -105.8% | -1.7% |
| All | +53.7% | +159.6% | -105.9% | -1.7% |
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