-27.6%
TE vs RY
+159.8%
-187.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.4% |
| 7D | -4.0% | +3.1% | -7.1% | -8.4% |
| 30D | -15.9% | -0.3% | -15.6% | -15.7% |
| 3M | -60.5% | +8.7% | -69.2% | -65.6% |
| 6M | -35.2% | +28.5% | -63.7% | -56.4% |
| YTD | -31.1% | +25.1% | -56.3% | -51.3% |
| 1Y | +148.6% | +46.3% | +102.4% | +39.8% |
| All | -27.6% | +159.8% | -187.3% | -83.4% |
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