+88.9%
TEM vs RY
+106.6%
-17.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.3% | +9.3% | +9.5% |
| 7D | +5.3% | -0.9% | +6.2% | +6.3% |
| 30D | +8.1% | +5.9% | +2.2% | +0.7% |
| 3M | +64.9% | -4.3% | +69.2% | +72.3% |
| 6M | +42.1% | +12.1% | +30.0% | +18.6% |
| YTD | +28.8% | +20.3% | +8.5% | -3.2% |
| 1Y | +5.5% | +41.0% | -35.5% | -37.8% |
| All | +88.9% | +106.6% | -17.6% | -29.0% |
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