+77.9%
TEM vs RY
+107.7%
-29.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.4% |
| 7D | -5.9% | +0.6% | -6.4% | -6.3% |
| 30D | +4.8% | +5.0% | -0.2% | -1.2% |
| 3M | +31.9% | -5.3% | +37.2% | +40.6% |
| 6M | +56.0% | +13.8% | +42.2% | +27.7% |
| YTD | +21.3% | +21.0% | +0.3% | -9.3% |
| 1Y | +5.4% | +40.5% | -35.1% | -37.3% |
| All | +77.9% | +107.7% | -29.8% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling