+677.7%
TEL vs RY
+678.7%
-1.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.2% |
| 7D | -2.8% | -0.9% | -1.9% | -2.2% |
| 30D | -4.1% | +5.9% | -9.9% | -7.8% |
| 3M | -3.4% | -4.3% | +0.9% | -0.4% |
| 6M | -3.5% | +12.1% | -15.6% | -11.2% |
| YTD | -8.0% | +20.3% | -28.3% | -19.3% |
| 1Y | -13.7% | +41.0% | -54.7% | -32.3% |
| 3Y | +71.9% | +157.5% | -85.6% | -12.7% |
| 5Y | +40.9% | +123.2% | -82.3% | -20.9% |
| 10Y | +293.3% | +365.7% | -72.4% | +34.2% |
| All | +677.7% | +678.7% | -1.1% | +68.9% |
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