+201.8%
TECK vs RY
+351.8%
-150.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.3% |
| 7D | +2.1% | -0.5% | +2.7% | +2.9% |
| 30D | -8.9% | +4.7% | -13.7% | -13.8% |
| 3M | -7.1% | -4.5% | -2.6% | -1.7% |
| 6M | -7.0% | +12.5% | -19.5% | -20.5% |
| YTD | +28.3% | +21.1% | +7.2% | +0.7% |
| 1Y | +40.6% | +38.6% | +1.9% | -7.1% |
| 3Y | +78.2% | +160.2% | -82.0% | -49.0% |
| 5Y | +129.5% | +124.7% | +4.8% | -19.2% |
| All | +201.8% | +351.8% | -150.0% | -42.8% |
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