+126.1%
TDG vs RY
+135.2%
-9.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -2.7% | -2.9% | +0.2% | -0.9% |
| 30D | -9.3% | -2.0% | -7.2% | -8.1% |
| 3M | -7.1% | +4.9% | -11.9% | -10.1% |
| 6M | -11.2% | +26.1% | -37.3% | -23.6% |
| YTD | -15.3% | +22.4% | -37.6% | -25.9% |
| 1Y | -12.5% | +44.7% | -57.2% | -31.6% |
| 3Y | +51.2% | +155.7% | -104.5% | -24.1% |
| 5Y | +126.1% | +137.7% | -11.5% | +20.3% |
| All | +126.1% | +135.2% | -9.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling