-84.3%
TE vs RY
+123.4%
-207.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -2.8% |
| 7D | -19.1% | +0.6% | -19.6% | -19.6% |
| 30D | -34.1% | +5.0% | -39.2% | -38.4% |
| 3M | -60.1% | -5.3% | -54.8% | -56.8% |
| 6M | -66.0% | +13.8% | -79.8% | -71.3% |
| YTD | -71.4% | +21.0% | -92.4% | -77.8% |
| 1Y | -45.3% | +40.5% | -85.8% | -65.0% |
| 3Y | +9.1% | +159.7% | -150.5% | -67.1% |
| All | -84.3% | +123.4% | -207.8% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling