-78.9%
TE vs RY
+223.3%
-302.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.6% | -12.9% | -12.7% |
| 7D | -26.9% | -0.6% | -26.3% | -26.4% |
| 30D | -38.9% | +6.1% | -45.1% | -41.4% |
| 3M | -61.0% | -3.4% | -57.6% | -60.0% |
| 6M | -66.4% | +12.8% | -79.2% | -68.9% |
| YTD | -69.0% | +21.0% | -90.0% | -72.5% |
| 1Y | -54.0% | +40.5% | -94.5% | -62.8% |
| 3Y | +38.0% | +159.9% | -121.9% | -17.7% |
| 5Y | -81.0% | +125.0% | -205.9% | -88.0% |
| All | -78.9% | +223.3% | -302.3% | -86.9% |
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 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