+683.8%
TEL vs RY
+710.1%
-26.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.1% |
| 7D | +3.0% | +3.1% | -0.2% | +0.7% |
| 30D | -3.9% | -0.3% | -3.6% | -3.8% |
| 3M | -5.1% | +8.7% | -13.8% | -10.7% |
| 6M | +0.6% | +28.5% | -27.9% | -15.8% |
| YTD | -7.3% | +25.1% | -32.4% | -20.9% |
| 1Y | +1.1% | +46.3% | -45.2% | -22.7% |
| 3Y | +63.7% | +154.9% | -91.3% | -16.4% |
| 5Y | +50.7% | +140.3% | -89.6% | -19.7% |
| 10Y | +290.2% | +377.0% | -86.9% | +30.7% |
| All | +683.8% | +710.1% | -26.3% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling