-48.5%
TE vs RY
+231.8%
-280.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.8% | +10.8% | +10.5% |
| 7D | +18.2% | +2.7% | +15.5% | +16.0% |
| 30D | -13.5% | -1.0% | -12.5% | -13.0% |
| 3M | -44.6% | +7.6% | -52.2% | -47.4% |
| 6M | -24.7% | +29.5% | -54.2% | -36.7% |
| YTD | -24.3% | +24.2% | -48.4% | -34.2% |
| 1Y | +155.6% | +46.4% | +109.2% | +101.1% |
| 3Y | -18.3% | +159.4% | -177.7% | -51.7% |
| 5Y | -41.3% | +141.8% | -183.1% | -64.0% |
| All | -48.5% | +231.8% | -280.2% | -68.7% |
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 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