+9.1%
TE vs RY
+160.3%
-151.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.8% |
| 7D | -19.1% | +0.6% | -19.6% | -19.7% |
| 30D | -34.1% | +5.0% | -39.2% | -39.0% |
| 3M | -60.1% | -5.3% | -54.8% | -56.3% |
| 6M | -66.0% | +13.8% | -79.8% | -72.3% |
| YTD | -71.4% | +21.0% | -92.4% | -78.8% |
| 1Y | -45.3% | +40.5% | -85.8% | -67.8% |
| 3Y | +9.1% | +159.7% | -150.5% | -77.5% |
| All | +9.1% | +160.3% | -151.1% | -77.5% |
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