-76.0%
TE vs RY
+221.3%
-297.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.4% |
| 7D | -12.6% | -0.9% | -11.7% | -11.9% |
| 30D | -36.7% | +5.9% | -42.6% | -39.2% |
| 3M | -57.5% | -4.3% | -53.2% | -56.1% |
| 6M | -55.2% | +12.1% | -67.3% | -58.3% |
| YTD | -64.7% | +20.3% | -84.9% | -68.5% |
| 1Y | -35.9% | +41.0% | -76.9% | -48.1% |
| 3Y | -31.8% | +157.5% | -189.3% | -59.1% |
| 5Y | -79.4% | +123.2% | -202.6% | -87.0% |
| All | -76.0% | +221.3% | -297.3% | -85.0% |
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