+59.7%
TEM vs RY
+113.3%
-53.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | +0.4% |
| 7D | +3.2% | +2.7% | +0.5% | -0.2% |
| 30D | +23.5% | -1.0% | +24.5% | +23.8% |
| 3M | +32.3% | +7.6% | +24.7% | +17.8% |
| 6M | +23.0% | +29.5% | -6.4% | -15.6% |
| YTD | +8.9% | +24.2% | -15.3% | -21.3% |
| 1Y | -19.9% | +46.4% | -66.2% | -55.0% |
| All | +59.7% | +113.3% | -53.5% | -42.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling